+10.5%
MCD vs MTB
+95.2%
-84.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +7.1% | -1.3% | +8.5% | +7.3% |
| 30D | +19.8% | +0.5% | +19.3% | +19.7% |
| 3M | +0.8% | -12.4% | +13.2% | +2.1% |
| 6M | -1.3% | +1.5% | -2.8% | -1.5% |
| YTD | -7.8% | +10.3% | -18.0% | -8.7% |
| 1Y | -5.0% | +22.2% | -27.2% | -6.8% |
| 3Y | +10.5% | +96.9% | -86.4% | +3.2% |
| All | +10.5% | +95.2% | -84.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling