+6,609.6%
MCD vs GWW
+16,155.8%
-9,546.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.2% |
| 7D | +7.3% | +5.5% | +1.7% | +5.8% |
| 30D | +20.0% | +14.4% | +5.6% | +16.0% |
| 3M | +3.8% | +13.7% | -9.9% | +0.5% |
| 6M | +3.8% | +20.1% | -16.3% | -1.2% |
| YTD | -5.9% | +47.1% | -52.9% | -15.2% |
| 1Y | -3.2% | +56.2% | -59.5% | -14.2% |
| 3Y | +13.3% | +90.5% | -77.2% | -5.8% |
| 5Y | +25.2% | +221.2% | -196.0% | -10.4% |
| 10Y | +213.3% | +648.4% | -435.1% | +73.2% |
| All | +6,609.6% | +16,155.8% | -9,546.3% | +1,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling