+25.2%
MCD vs MA
+93.9%
-68.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +7.3% | +1.8% | +5.5% | +6.7% |
| 30D | +20.0% | +11.8% | +8.1% | +16.0% |
| 3M | +3.8% | +17.2% | -13.3% | -1.1% |
| 6M | +3.8% | +33.4% | -29.6% | -5.0% |
| YTD | -5.9% | +16.1% | -22.0% | -10.5% |
| 1Y | -3.2% | +19.9% | -23.1% | -8.9% |
| 3Y | +13.3% | +70.1% | -56.8% | -5.5% |
| 5Y | +25.2% | +89.6% | -64.4% | -1.1% |
| All | +25.2% | +93.9% | -68.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling