+180.0%
MCD vs MTB
+173.2%
+6.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.0% | +2.8% | -4.8% | -2.6% |
| 30D | -6.1% | -4.2% | -2.0% | -5.3% |
| 3M | -7.3% | +7.8% | -15.0% | -8.8% |
| 6M | -20.9% | +14.8% | -35.8% | -23.3% |
| YTD | -14.7% | +20.8% | -35.4% | -18.3% |
| 1Y | -16.1% | +23.1% | -39.2% | -20.1% |
| 3Y | -1.5% | +114.8% | -116.3% | -18.8% |
| 5Y | +20.4% | +103.3% | -82.8% | -2.5% |
| 10Y | +180.0% | +173.0% | +7.0% | +101.1% |
| All | +180.0% | +173.2% | +6.9% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling