-2.6%
MCD vs MKTX
-25.1%
+22.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.3% | -3.1% | -2.9% |
| 30D | -6.7% | +1.0% | -7.7% | -6.8% |
| 3M | -9.6% | +40.8% | -50.4% | -12.4% |
| 6M | -22.3% | -10.9% | -11.4% | -21.4% |
| YTD | -15.4% | -8.6% | -6.8% | -14.7% |
| 1Y | -16.8% | -11.6% | -5.2% | -15.9% |
| All | -2.6% | -25.1% | +22.6% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling