+20.8%
MCD vs MAR
+181.1%
-160.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | +1.6% | -3.3% | -2.0% |
| 30D | +14.1% | +13.8% | +0.3% | +11.1% |
| 3M | +0.6% | +20.3% | -19.7% | -3.2% |
| 6M | 0.0% | +21.3% | -21.3% | -3.9% |
| YTD | -9.3% | +37.2% | -46.5% | -15.2% |
| 1Y | -9.3% | +48.4% | -57.8% | -16.5% |
| 3Y | +8.6% | +120.1% | -111.5% | -9.3% |
| All | +20.8% | +181.1% | -160.3% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling