+6,592.2%
MCD vs GWW
+15,877.3%
-9,285.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +5.9% | +5.3% | +0.7% | +4.6% |
| 30D | +19.6% | +12.4% | +7.2% | +16.2% |
| 3M | +3.3% | +13.7% | -10.5% | -0.1% |
| 6M | +3.5% | +18.0% | -14.5% | -1.0% |
| YTD | -6.1% | +44.6% | -50.7% | -15.0% |
| 1Y | -3.7% | +53.1% | -56.8% | -14.2% |
| 3Y | +13.4% | +90.2% | -76.9% | -5.7% |
| 5Y | +25.2% | +215.0% | -189.8% | -10.0% |
| 10Y | +211.3% | +658.9% | -447.7% | +71.4% |
| All | +6,592.2% | +15,877.3% | -9,285.1% | +1,195.8% |
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