-16.1%
MCD vs MTB
+23.0%
-39.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.0% | +2.8% | -4.8% | -2.3% |
| 30D | -6.1% | -4.2% | -2.0% | -5.7% |
| 3M | -7.3% | +7.8% | -15.0% | -8.1% |
| 6M | -20.9% | +14.8% | -35.8% | -22.4% |
| YTD | -14.7% | +20.8% | -35.4% | -17.6% |
| 1Y | -16.1% | +23.1% | -39.2% | -19.1% |
| All | -16.1% | +23.0% | -39.2% | -19.1% |
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 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