+22.7%
MCD vs M
-11.5%
+34.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.3% |
| 7D | +7.1% | -4.3% | +11.4% | +7.4% |
| 30D | +19.8% | +1.3% | +18.5% | +19.7% |
| 3M | +0.8% | -7.4% | +8.2% | +1.2% |
| 6M | -1.3% | +18.3% | -19.7% | -2.6% |
| YTD | -7.8% | +7.6% | -15.3% | -8.5% |
| 1Y | -5.0% | +17.4% | -22.3% | -6.3% |
| 3Y | +10.5% | +108.4% | -97.8% | +2.9% |
| All | +22.7% | -11.5% | +34.2% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling