+180.0%
MCD vs IT
+89.8%
+90.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.5% | +1.6% |
| 7D | -2.0% | -9.1% | +7.1% | -0.2% |
| 30D | -6.1% | -7.0% | +0.9% | -5.0% |
| 3M | -7.3% | +7.6% | -14.9% | -9.9% |
| 6M | -20.9% | +2.1% | -23.1% | -22.8% |
| YTD | -14.7% | -31.6% | +16.9% | -9.3% |
| 1Y | -16.1% | -29.9% | +13.8% | -11.8% |
| 3Y | -1.5% | -51.3% | +49.8% | +9.9% |
| 5Y | +20.4% | -44.8% | +65.2% | +26.3% |
| 10Y | +180.0% | +91.4% | +88.6% | +93.4% |
| All | +180.0% | +89.8% | +90.2% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling