+193.4%
MCD vs GWW
+658.3%
-464.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | +3.6% | -5.2% | -2.5% |
| 30D | +14.1% | +12.1% | +2.0% | +10.9% |
| 3M | +0.6% | +12.9% | -12.3% | -2.5% |
| 6M | 0.0% | +19.3% | -19.3% | -4.6% |
| YTD | -9.3% | +48.7% | -58.0% | -18.5% |
| 1Y | -9.3% | +60.5% | -69.8% | -20.2% |
| 3Y | +8.6% | +93.3% | -84.7% | -10.4% |
| 5Y | +21.9% | +219.0% | -197.1% | -14.2% |
| All | +193.4% | +658.3% | -464.9% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling