-1.5%
MCD vs MDB
-5.3%
+3.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.6% |
| 7D | -2.8% | -17.4% | +14.6% | -3.1% |
| 30D | -6.0% | -2.0% | -4.0% | -6.0% |
| 3M | -5.6% | -3.0% | -2.6% | -5.6% |
| 6M | -21.9% | +48.7% | -70.5% | -21.3% |
| YTD | -14.7% | -12.1% | -2.6% | -14.6% |
| 1Y | -17.3% | +14.5% | -31.8% | -16.9% |
| All | -1.5% | -5.3% | +3.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling