+5,979.9%
MCD vs MAS
+1,430.5%
+4,549.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -2.8% | -0.8% | -2.1% | -2.7% |
| 30D | -6.0% | -5.6% | -0.5% | -5.1% |
| 3M | -5.6% | +4.4% | -10.0% | -6.7% |
| 6M | -21.9% | +7.2% | -29.1% | -23.4% |
| YTD | -14.7% | +16.1% | -30.8% | -17.9% |
| 1Y | -17.3% | +0.1% | -17.4% | -18.2% |
| 3Y | -2.2% | +28.3% | -30.5% | -9.0% |
| 5Y | +20.3% | +30.5% | -10.2% | +9.9% |
| 10Y | +180.7% | +139.1% | +41.6% | +125.4% |
| All | +5,979.9% | +1,430.5% | +4,549.5% | +2,955.7% |
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