+178.1%
MCD vs MAR
+424.3%
-246.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | -4.2% | +1.3% | -1.8% |
| 30D | -6.0% | -6.7% | +0.7% | -4.4% |
| 3M | -5.6% | -12.5% | +6.9% | -2.4% |
| 6M | -21.9% | +0.6% | -22.4% | -22.2% |
| YTD | -14.7% | +9.1% | -23.8% | -17.0% |
| 1Y | -17.3% | +26.2% | -43.5% | -22.6% |
| 3Y | -2.2% | +68.2% | -70.3% | -16.6% |
| 5Y | +20.3% | +163.9% | -143.6% | -11.7% |
| All | +178.1% | +424.3% | -246.2% | +49.1% |
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