+4,655.7%
MCD vs M
+396.5%
+4,259.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -2.8% | +4.7% | -7.6% | -3.4% |
| 30D | -6.0% | -9.6% | +3.6% | -4.8% |
| 3M | -5.6% | +0.9% | -6.4% | -6.0% |
| 6M | -21.9% | +22.3% | -44.1% | -24.5% |
| YTD | -14.7% | +6.5% | -21.2% | -16.2% |
| 1Y | -17.3% | +38.8% | -56.0% | -21.8% |
| 3Y | -2.2% | +115.9% | -118.1% | -16.4% |
| 5Y | +20.3% | +28.6% | -8.3% | +5.0% |
| 10Y | +180.7% | -2.5% | +183.2% | +122.7% |
| All | +4,655.7% | +396.5% | +4,259.2% | +2,461.7% |
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