+5,979.9%
MCD vs GWW
+14,492.5%
-8,512.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -6.0% | +3.3% | -9.3% | -6.8% |
| 3M | -5.6% | +2.9% | -8.5% | -6.5% |
| 6M | -21.9% | +15.8% | -37.6% | -25.0% |
| YTD | -14.7% | +32.0% | -46.7% | -21.0% |
| 1Y | -17.3% | +29.9% | -47.2% | -23.2% |
| 3Y | -2.2% | +91.1% | -93.2% | -18.9% |
| 5Y | +20.3% | +223.9% | -203.6% | -14.3% |
| 10Y | +180.7% | +567.0% | -386.3% | +59.5% |
| All | +5,979.9% | +14,492.5% | -8,512.6% | +1,104.7% |
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