+176.9%
MCD vs MKTX
+5.0%
+171.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -7.8% | +0.7% | -8.5% | -7.9% |
| 3M | -10.7% | +40.8% | -51.5% | -16.7% |
| 6M | -21.3% | -8.0% | -13.3% | -20.5% |
| YTD | -15.8% | -8.7% | -7.0% | -15.0% |
| 1Y | -16.0% | -11.8% | -4.2% | -14.8% |
| 3Y | -3.0% | -24.0% | +21.1% | -1.1% |
| 5Y | +18.6% | -60.3% | +78.9% | +36.7% |
| All | +176.9% | +5.0% | +171.9% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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