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  • MCD vs GWW✓SelectedUSD · GWWMCD vs GWW performance historyLatest closeAs of-1.52%09/04
Stock and ETF performance explorer

MCD vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,979.9%
GWW return
+14,492.5%
Excess return
-8,512.6%
Maximum drawdown
-73.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
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