-17.3%
MCD vs MTB
+23.4%
-40.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +1.7% | -4.6% | -3.0% |
| 30D | -6.0% | -4.2% | -1.8% | -5.6% |
| 3M | -5.6% | +8.9% | -14.4% | -6.6% |
| 6M | -21.9% | +10.9% | -32.7% | -23.1% |
| YTD | -14.7% | +21.5% | -36.2% | -17.7% |
| 1Y | -17.3% | +21.9% | -39.2% | -20.0% |
| All | -17.3% | +23.4% | -40.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling