+211.3%
MCD vs M
+3.7%
+207.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +1.0% |
| 7D | +5.9% | +2.5% | +3.4% | +5.7% |
| 30D | +19.6% | +10.1% | +9.6% | +18.6% |
| 3M | +3.3% | -0.9% | +4.2% | +3.2% |
| 6M | +3.5% | +30.2% | -26.7% | +0.6% |
| YTD | -6.1% | +16.3% | -22.4% | -8.0% |
| 1Y | -3.7% | +27.0% | -30.6% | -6.4% |
| 3Y | +13.4% | +154.5% | -141.1% | +0.3% |
| 5Y | +25.2% | -1.1% | +26.2% | +18.6% |
| 10Y | +211.3% | +0.5% | +210.8% | +133.5% |
| All | +211.3% | +3.7% | +207.5% | +133.5% |
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