-2.8%
MCD vs LYV
+109.3%
-112.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -2.5% | -4.2% | +1.6% | -2.2% |
| 30D | -7.0% | -7.2% | +0.2% | -6.6% |
| 3M | -9.8% | +1.5% | -11.3% | -9.9% |
| 6M | -21.8% | +2.7% | -24.5% | -22.0% |
| YTD | -15.6% | +19.4% | -34.9% | -16.7% |
| 1Y | -15.2% | -0.5% | -14.7% | -15.5% |
| All | -2.8% | +109.3% | -112.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling