-16.1%
MCD vs MULL
+2,469.6%
-2,485.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | -0.1% |
| 7D | -2.0% | +14.0% | -16.0% | -1.5% |
| 30D | -6.1% | +24.8% | -31.0% | -5.2% |
| 3M | -7.3% | -16.1% | +8.8% | -6.5% |
| 6M | -20.9% | +330.9% | -351.8% | -16.3% |
| YTD | -14.7% | +545.0% | -559.7% | -8.0% |
| 1Y | -16.1% | +2,427.1% | -2,443.2% | -4.0% |
| All | -16.1% | +2,469.6% | -2,485.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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