+193.4%
MCD vs M
-7.1%
+200.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -1.6% | +7.0% | -8.7% | -2.3% |
| 30D | +14.1% | +8.9% | +5.2% | +13.2% |
| 3M | +0.6% | +4.5% | -3.9% | +0.1% |
| 6M | 0.0% | +36.2% | -36.2% | -3.1% |
| YTD | -9.3% | +15.1% | -24.4% | -11.0% |
| 1Y | -9.3% | +27.4% | -36.7% | -11.9% |
| 3Y | +8.6% | +160.1% | -151.5% | -4.1% |
| 5Y | +21.9% | -1.6% | +23.5% | +15.5% |
| All | +193.4% | -7.1% | +200.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling