+2,695.7%
MCD vs MDY
+2,662.7%
+33.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | -6.0% | -1.5% | -4.5% | -5.4% |
| 3M | -5.6% | +0.8% | -6.3% | -6.1% |
| 6M | -21.9% | +7.4% | -29.3% | -24.8% |
| YTD | -14.7% | +15.2% | -29.9% | -20.7% |
| 1Y | -17.3% | +16.5% | -33.8% | -23.6% |
| 3Y | -2.2% | +46.8% | -48.9% | -20.7% |
| 5Y | +20.3% | +46.0% | -25.7% | -3.8% |
| 10Y | +180.7% | +172.1% | +8.6% | +62.0% |
| All | +2,695.7% | +2,662.7% | +33.0% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling