-3.9%
MCD vs MAR
+62.0%
-66.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +6.0% |
| 7D | +11.9% | +7.7% | +4.1% | +9.7% |
| 30D | +20.2% | +19.4% | +0.9% | +14.9% |
| 3M | +5.2% | +23.3% | -18.2% | -0.4% |
| 6M | 0.0% | +22.8% | -22.8% | -5.0% |
| YTD | -6.5% | +37.8% | -44.3% | -13.9% |
| 1Y | -3.9% | +57.4% | -61.3% | -16.3% |
| All | -3.9% | +62.0% | -66.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling