-3.5%
MCD vs GWW
+53.3%
-56.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +5.9% | +5.3% | +0.7% | +5.2% |
| 30D | +19.6% | +12.4% | +7.2% | +18.1% |
| 3M | +3.3% | +13.7% | -10.5% | +1.8% |
| 6M | +3.5% | +18.0% | -14.5% | +1.6% |
| YTD | -6.1% | +44.6% | -50.7% | -12.2% |
| All | -3.5% | +53.3% | -56.7% | -11.3% |
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