+5,071.4%
MCD vs M
+425.5%
+4,645.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | 0.0% |
| 7D | +8.0% | -2.1% | +10.2% | +8.3% |
| 30D | +19.6% | +7.7% | +11.9% | +18.4% |
| 3M | +2.2% | -4.4% | +6.6% | +2.6% |
| 6M | -1.1% | +27.5% | -28.6% | -5.0% |
| YTD | -7.2% | +12.8% | -20.0% | -9.6% |
| 1Y | -6.7% | +20.7% | -27.4% | -10.1% |
| 3Y | +11.6% | +111.3% | -99.7% | -4.4% |
| 5Y | +22.6% | -6.3% | +29.0% | +13.1% |
| 10Y | +218.4% | +1.5% | +216.9% | +151.3% |
| All | +5,071.4% | +425.5% | +4,645.8% | +2,661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling