-1.2%
MCD vs IT
-46.7%
+45.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.1% |
| 7D | -2.8% | -6.0% | +3.2% | -2.3% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | +13.1% | -18.6% | -7.3% |
| 6M | -21.9% | +11.7% | -33.5% | -23.4% |
| YTD | -14.7% | -26.1% | +11.4% | -12.7% |
| 1Y | -17.3% | -21.3% | +4.0% | -16.2% |
| All | -1.2% | -46.7% | +45.5% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling