+180.0%
MCD vs MDY
+170.4%
+9.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -2.0% | +1.0% | -3.1% | -2.5% |
| 30D | -6.1% | -3.1% | -3.0% | -4.7% |
| 3M | -7.3% | +1.8% | -9.1% | -8.3% |
| 6M | -20.9% | +10.8% | -31.7% | -25.2% |
| YTD | -14.7% | +14.4% | -29.1% | -20.7% |
| 1Y | -16.1% | +15.2% | -31.3% | -22.5% |
| 3Y | -1.5% | +51.2% | -52.7% | -23.1% |
| 5Y | +20.4% | +47.2% | -26.8% | -6.5% |
| 10Y | +180.0% | +171.1% | +8.9% | +39.8% |
| All | +180.0% | +170.4% | +9.6% | +39.8% |
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