-8.6%
MCD vs MDY
+13.9%
-22.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | +16.0% | +0.8% | +15.2% | +15.9% |
| 3M | 0.0% | -5.1% | +5.1% | 0.0% |
| 6M | +0.9% | +1.2% | -0.2% | +0.4% |
| YTD | -8.7% | +12.5% | -21.2% | -11.5% |
| 1Y | -8.6% | +13.8% | -22.3% | -11.9% |
| All | -8.6% | +13.9% | -22.5% | -11.9% |
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