+1,462.5%
MCD vs MKTX
+1,446.2%
+16.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -6.0% | +1.1% | -7.1% | -6.2% |
| 3M | -5.6% | +36.1% | -41.7% | -10.2% |
| 6M | -21.9% | -12.9% | -9.0% | -20.9% |
| YTD | -14.7% | -8.5% | -6.2% | -14.3% |
| 1Y | -17.3% | -7.5% | -9.7% | -17.1% |
| 3Y | -2.2% | -28.3% | +26.2% | +0.1% |
| 5Y | +20.3% | -63.3% | +83.6% | +33.4% |
| 10Y | +180.7% | +4.5% | +176.2% | +164.3% |
| All | +1,462.5% | +1,446.2% | +16.3% | +796.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling