+22.6%
MCD vs MSCI
+4.3%
+18.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | +8.0% | +6.0% | +2.0% | +6.9% |
| 30D | +19.6% | +18.2% | +1.4% | +16.2% |
| 3M | +2.2% | +15.1% | -12.9% | -0.3% |
| 6M | -1.1% | +13.7% | -14.9% | -3.6% |
| YTD | -7.2% | +15.6% | -22.8% | -10.1% |
| 1Y | -6.7% | +16.3% | -23.0% | -9.7% |
| 3Y | +11.6% | +36.9% | -25.3% | +3.5% |
| 5Y | +22.6% | +6.3% | +16.3% | +15.6% |
| All | +22.6% | +4.3% | +18.3% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling