+11.2%
MCD vs MA
+72.5%
-61.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | +8.0% | +3.2% | +4.8% | +7.0% |
| 30D | +19.6% | +15.9% | +3.7% | +14.6% |
| 3M | +2.2% | +15.2% | -13.0% | -2.0% |
| 6M | -1.1% | +32.4% | -33.5% | -8.9% |
| YTD | -7.2% | +15.6% | -22.9% | -11.5% |
| 1Y | -6.7% | +19.3% | -26.0% | -11.9% |
| All | +11.2% | +72.5% | -61.3% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling