+181.3%
MCD vs GWW
+553.5%
-372.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -6.7% | -1.4% | -5.3% | -6.4% |
| 3M | -9.6% | -3.6% | -5.9% | -8.9% |
| 6M | -22.3% | +15.1% | -37.4% | -25.3% |
| YTD | -15.4% | +27.5% | -42.9% | -21.0% |
| 1Y | -16.8% | +29.6% | -46.4% | -22.7% |
| 3Y | -2.4% | +90.1% | -92.5% | -19.4% |
| 5Y | +19.4% | +222.6% | -203.3% | -16.4% |
| 10Y | +181.3% | +566.5% | -385.2% | +69.9% |
| All | +181.3% | +553.5% | -372.2% | +69.9% |
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