-3.9%
MCD vs GWW
+55.5%
-59.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.5% | 0.0% | +5.4% |
| 7D | +11.9% | +11.1% | +0.8% | +10.2% |
| 30D | +20.2% | +15.7% | +4.5% | +18.0% |
| 3M | +5.2% | +14.8% | -9.6% | +3.3% |
| 6M | 0.0% | +30.9% | -30.9% | -3.4% |
| YTD | -6.5% | +48.5% | -55.0% | -13.7% |
| 1Y | -3.9% | +57.1% | -61.0% | -13.2% |
| All | -3.9% | +55.5% | -59.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling