+17.6%
MCD vs LYV
+93.4%
-75.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -1.9% | +0.7% | -1.0% |
| 30D | -7.8% | -8.2% | +0.4% | -6.9% |
| 3M | -10.7% | -1.3% | -9.4% | -10.6% |
| 6M | -21.3% | +2.6% | -23.9% | -21.6% |
| YTD | -15.8% | +19.4% | -35.2% | -17.6% |
| 1Y | -16.0% | -2.2% | -13.8% | -16.2% |
| 3Y | -3.0% | +106.0% | -109.0% | -12.4% |
| All | +17.6% | +93.4% | -75.7% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling