+177.3%
MCD vs M
-2.2%
+179.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | -2.8% | +4.7% | -7.6% | -3.2% |
| 30D | -6.0% | -9.6% | +3.6% | -5.2% |
| 3M | -5.6% | +0.9% | -6.4% | -5.9% |
| 6M | -21.9% | +22.3% | -44.1% | -23.6% |
| YTD | -14.7% | +6.5% | -21.2% | -15.7% |
| 1Y | -17.3% | +38.8% | -56.0% | -20.3% |
| 3Y | -2.2% | +115.9% | -118.1% | -12.1% |
| 5Y | +20.3% | +28.6% | -8.3% | +10.0% |
| All | +177.3% | -2.2% | +179.5% | +106.0% |
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