+1,200.7%
MCD vs LYV
+1,445.4%
-244.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | -5.3% | +2.5% | -2.1% |
| 30D | -6.7% | -7.9% | +1.2% | -5.6% |
| 3M | -9.6% | +4.5% | -14.1% | -10.2% |
| 6M | -22.3% | +2.5% | -24.8% | -22.8% |
| YTD | -15.4% | +19.3% | -34.7% | -18.0% |
| 1Y | -16.8% | -0.2% | -16.6% | -17.4% |
| 3Y | -2.4% | +110.0% | -112.4% | -14.6% |
| 5Y | +19.4% | +96.8% | -77.4% | +3.1% |
| 10Y | +181.3% | +559.9% | -378.6% | +93.9% |
| All | +1,200.7% | +1,445.4% | -244.7% | +643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling