+211.7%
MCD vs MSCI
+789.3%
-577.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.1% |
| 7D | +7.1% | +2.8% | +4.3% | +6.4% |
| 30D | +19.8% | +15.4% | +4.3% | +15.2% |
| 3M | +0.8% | +13.4% | -12.6% | -2.7% |
| 6M | -1.3% | +10.9% | -12.2% | -4.5% |
| YTD | -7.8% | +13.0% | -20.7% | -11.7% |
| 1Y | -5.0% | +12.0% | -17.0% | -8.8% |
| 3Y | +10.5% | +34.1% | -23.5% | -1.8% |
| 5Y | +22.0% | +3.9% | +18.1% | +14.2% |
| All | +211.7% | +789.3% | -577.7% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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