+1,377.3%
MCD vs MA
+17,925.8%
-16,548.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | +8.0% | +3.2% | +4.8% | +7.2% |
| 30D | +19.6% | +15.9% | +3.7% | +14.9% |
| 3M | +2.2% | +15.2% | -13.0% | -1.7% |
| 6M | -1.1% | +32.4% | -33.5% | -8.4% |
| YTD | -7.2% | +15.6% | -22.9% | -11.2% |
| 1Y | -6.7% | +19.3% | -26.0% | -11.5% |
| 3Y | +11.6% | +73.0% | -61.4% | -4.9% |
| 5Y | +22.6% | +93.7% | -71.1% | 0.0% |
| 10Y | +218.4% | +575.0% | -356.6% | +90.6% |
| All | +1,377.3% | +17,925.8% | -16,548.4% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling