+195.2%
MCD vs MA
+558.8%
-363.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +16.0% | +7.9% | +8.1% | +12.8% |
| 3M | 0.0% | +16.8% | -16.8% | -5.8% |
| 6M | +0.9% | +31.0% | -30.0% | -9.0% |
| YTD | -8.7% | +15.0% | -23.8% | -14.0% |
| 1Y | -8.6% | +17.0% | -25.6% | -14.5% |
| 3Y | +9.9% | +68.5% | -58.6% | -11.9% |
| 5Y | +22.6% | +85.0% | -62.3% | -7.5% |
| All | +195.2% | +558.8% | -363.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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