+22.7%
MCD vs MAR
+155.0%
-132.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | +4.3% | +2.8% | +6.2% |
| 30D | +19.8% | +16.8% | +2.9% | +16.0% |
| 3M | +0.8% | +16.0% | -15.2% | -2.2% |
| 6M | -1.3% | +16.5% | -17.8% | -4.4% |
| YTD | -7.8% | +35.0% | -42.8% | -13.4% |
| 1Y | -5.0% | +49.4% | -54.3% | -12.6% |
| 3Y | +10.5% | +124.1% | -113.5% | -8.0% |
| All | +22.7% | +155.0% | -132.3% | -2.1% |
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 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