-3.2%
MCD vs M
+26.3%
-29.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +7.3% | +5.0% | +2.2% | +6.8% |
| 30D | +20.0% | +10.6% | +9.3% | +19.1% |
| 3M | +3.8% | +1.6% | +2.2% | +3.3% |
| 6M | +3.8% | +30.8% | -27.1% | +2.0% |
| YTD | -5.9% | +16.9% | -22.8% | -6.4% |
| 1Y | -3.2% | +26.3% | -29.5% | -5.0% |
| All | -3.2% | +26.3% | -29.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling