+213.3%
MCD vs MAR
+528.1%
-314.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.4% |
| 7D | +7.3% | +2.9% | +4.4% | +6.5% |
| 30D | +20.0% | +17.0% | +2.9% | +15.2% |
| 3M | +3.8% | +23.2% | -19.3% | -1.6% |
| 6M | +3.8% | +21.7% | -18.0% | -1.5% |
| YTD | -5.9% | +38.9% | -44.7% | -13.9% |
| 1Y | -3.2% | +48.7% | -51.9% | -13.1% |
| 3Y | +13.3% | +122.9% | -109.6% | -10.0% |
| 5Y | +25.2% | +177.5% | -152.2% | -8.5% |
| 10Y | +213.3% | +537.5% | -324.2% | +65.0% |
| All | +213.3% | +528.1% | -314.8% | +65.0% |
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