-1.3%
MCD vs IT
+27.7%
-29.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | +7.1% | -16.9% | +24.0% | +9.5% |
| 30D | +19.8% | +2.3% | +17.4% | +19.5% |
| 3M | +0.8% | +2.9% | -2.1% | +0.3% |
| 6M | -1.3% | +25.9% | -27.2% | -6.3% |
| All | -1.3% | +27.7% | -29.0% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling