+4,205.5%
MCD vs IT
+6,259.0%
-2,053.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +5.9% | -18.8% | +24.8% | +8.7% |
| 30D | +19.6% | -0.1% | +19.7% | +19.5% |
| 3M | +3.3% | +2.9% | +0.3% | +2.4% |
| 6M | +3.5% | +20.4% | -16.9% | -0.1% |
| YTD | -6.1% | -24.3% | +18.2% | -4.6% |
| 1Y | -3.7% | -17.2% | +13.5% | -3.3% |
| 3Y | +13.4% | -52.4% | +65.8% | +20.7% |
| 5Y | +25.2% | -43.7% | +68.9% | +29.1% |
| 10Y | +211.3% | +90.3% | +121.0% | +171.5% |
| All | +4,205.5% | +6,259.0% | -2,053.5% | +2,422.6% |
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