+6,563.2%
MCD vs MAS
+1,727.7%
+4,835.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.9% | +5.5% |
| 7D | +11.9% | +14.2% | -2.3% | +9.1% |
| 30D | +20.2% | +26.8% | -6.6% | +15.0% |
| 3M | +5.2% | +13.1% | -8.0% | +2.7% |
| 6M | 0.0% | +27.9% | -27.9% | -5.0% |
| YTD | -6.5% | +38.7% | -45.2% | -13.0% |
| 1Y | -3.9% | +40.4% | -44.3% | -10.8% |
| 3Y | +12.5% | +66.1% | -53.6% | -0.2% |
| 5Y | +24.2% | +47.4% | -23.2% | +11.0% |
| 10Y | +220.9% | +238.3% | -17.4% | +142.5% |
| All | +6,563.2% | +1,727.7% | +4,835.5% | +3,138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 all: compounded portfolio wealth divided by compounded MAS 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…
all analysis · Full analysis span regression · 6 months rolling