-2.8%
MCD vs MULL
+968.6%
-971.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.7% | -0.3% |
| 7D | +7.1% | -42.7% | +49.8% | +5.8% |
| 30D | +19.8% | -63.8% | +83.5% | +17.1% |
| 3M | +0.8% | -49.0% | +49.8% | -0.4% |
| 6M | -1.3% | -38.2% | +36.9% | -1.3% |
| YTD | -7.8% | +167.0% | -174.8% | -5.9% |
| 1Y | -5.0% | +247.7% | -252.7% | -2.6% |
| All | -2.8% | +968.6% | -971.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling