-16.1%
MCD vs MDY
+15.1%
-31.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.0% | +1.0% | -3.1% | -2.1% |
| 30D | -6.1% | -3.1% | -3.0% | -6.0% |
| 3M | -7.3% | +1.8% | -9.1% | -7.5% |
| 6M | -20.9% | +10.8% | -31.7% | -22.1% |
| YTD | -14.7% | +14.4% | -29.1% | -16.7% |
| 1Y | -16.1% | +15.2% | -31.3% | -19.0% |
| All | -16.1% | +15.1% | -31.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling