+22.7%
MCD vs MA
+93.2%
-70.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +7.1% | +2.3% | +4.8% | +6.4% |
| 30D | +19.8% | +14.7% | +5.1% | +14.9% |
| 3M | +0.8% | +13.5% | -12.7% | -3.0% |
| 6M | -1.3% | +33.1% | -34.4% | -9.5% |
| YTD | -7.8% | +15.1% | -22.8% | -12.0% |
| 1Y | -5.0% | +18.7% | -23.7% | -10.3% |
| 3Y | +10.5% | +72.1% | -61.5% | -8.0% |
| All | +22.7% | +93.2% | -70.5% | -3.2% |
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