+3,811.6%
MCD vs IT
+6,105.9%
-2,294.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.9% |
| 7D | -2.8% | -6.0% | +3.2% | -2.1% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -5.6% | +13.1% | -18.6% | -7.7% |
| 6M | -21.9% | +11.7% | -33.5% | -23.8% |
| YTD | -14.7% | -26.1% | +11.4% | -12.8% |
| 1Y | -17.3% | -21.3% | +4.0% | -16.3% |
| 3Y | -2.2% | -46.7% | +44.6% | +2.8% |
| 5Y | +20.3% | -40.5% | +60.8% | +23.5% |
| 10Y | +180.7% | +103.9% | +76.8% | +143.8% |
| All | +3,811.6% | +6,105.9% | -2,294.3% | +2,206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling