+211.3%
MCD vs MAR
+540.7%
-329.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +19.6% | +14.0% | +5.6% | +15.7% |
| 3M | +3.3% | +18.1% | -14.8% | -1.1% |
| 6M | +3.5% | +18.6% | -15.1% | -1.1% |
| YTD | -6.1% | +35.3% | -41.4% | -13.5% |
| 1Y | -3.7% | +44.5% | -48.1% | -12.8% |
| 3Y | +13.4% | +120.7% | -107.3% | -9.8% |
| 5Y | +25.2% | +164.1% | -138.9% | -7.4% |
| 10Y | +211.3% | +515.5% | -304.2% | +65.1% |
| All | +211.3% | +540.7% | -329.5% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling