+195.2%
MCD vs MDY
+165.7%
+29.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -1.6% | +3.0% | -4.6% | -3.0% |
| 30D | +16.0% | +0.8% | +15.2% | +15.5% |
| 3M | 0.0% | -5.1% | +5.1% | +2.4% |
| 6M | +0.9% | +1.2% | -0.2% | 0.0% |
| YTD | -8.7% | +12.5% | -21.2% | -14.6% |
| 1Y | -8.6% | +13.8% | -22.3% | -15.0% |
| 3Y | +9.9% | +56.4% | -46.6% | -16.0% |
| 5Y | +22.6% | +35.3% | -12.7% | +0.3% |
| All | +195.2% | +165.7% | +29.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling