+5,979.9%
MCD vs LOW
+35,323.5%
-29,343.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -6.0% | -7.0% | +1.0% | -4.5% |
| 3M | -5.6% | -0.9% | -4.7% | -5.5% |
| 6M | -21.9% | -20.1% | -1.8% | -18.1% |
| YTD | -14.7% | -13.9% | -0.8% | -12.2% |
| 1Y | -17.3% | -21.1% | +3.9% | -13.2% |
| 3Y | -2.2% | -6.6% | +4.5% | -2.1% |
| 5Y | +20.3% | +9.4% | +10.9% | +14.6% |
| 10Y | +180.7% | +220.5% | -39.8% | +105.8% |
| All | +5,979.9% | +35,323.5% | -29,343.6% | +1,463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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