+21.6%
MCD vs MAR
+165.1%
-143.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -4.2% | +1.3% | -2.0% |
| 30D | -6.0% | -6.7% | +0.7% | -4.7% |
| 3M | -5.6% | -12.5% | +6.9% | -3.1% |
| 6M | -21.9% | +0.6% | -22.4% | -22.0% |
| YTD | -14.7% | +9.1% | -23.8% | -16.4% |
| 1Y | -17.3% | +26.2% | -43.5% | -21.3% |
| 3Y | -2.2% | +68.2% | -70.3% | -13.7% |
| All | +21.6% | +165.1% | -143.4% | -4.8% |
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