+22.7%
MCD vs MDY
+31.3%
-8.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | +7.1% | -1.7% | +8.8% | +7.6% |
| 30D | +19.8% | -0.9% | +20.7% | +20.1% |
| 3M | +0.8% | -5.7% | +6.5% | +2.4% |
| 6M | -1.3% | -2.9% | +1.6% | -0.7% |
| YTD | -7.8% | +9.8% | -17.6% | -10.7% |
| 1Y | -5.0% | +13.5% | -18.4% | -9.0% |
| 3Y | +10.5% | +51.9% | -41.4% | -5.8% |
| All | +22.7% | +31.3% | -8.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling