+20.8%
MCD vs MA
+86.6%
-65.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | +14.1% | +9.6% | +4.5% | +11.0% |
| 3M | +0.6% | +16.8% | -16.2% | -4.1% |
| 6M | 0.0% | +35.2% | -35.2% | -8.8% |
| YTD | -9.3% | +16.6% | -25.8% | -13.8% |
| 1Y | -9.3% | +19.8% | -29.1% | -14.6% |
| 3Y | +8.6% | +70.7% | -62.1% | -9.5% |
| All | +20.8% | +86.6% | -65.8% | -4.5% |
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