-16.0%
MCD vs LYV
-0.4%
-15.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -1.9% | +0.7% | -1.1% |
| 30D | -7.8% | -8.2% | +0.4% | -7.1% |
| 3M | -10.7% | -1.3% | -9.4% | -10.5% |
| 6M | -21.3% | +2.6% | -23.9% | -21.5% |
| YTD | -15.8% | +19.4% | -35.2% | -17.0% |
| 1Y | -16.0% | -2.2% | -13.8% | -17.0% |
| All | -16.0% | -0.4% | -15.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling