-17.3%
MCD vs O
+11.2%
-28.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -6.0% | -1.9% | -4.1% | -5.3% |
| 3M | -5.6% | +3.8% | -9.4% | -6.6% |
| 6M | -21.9% | -4.7% | -17.1% | -20.8% |
| YTD | -14.7% | +12.5% | -27.2% | -17.8% |
| 1Y | -17.3% | +10.8% | -28.1% | -19.8% |
| All | -17.3% | +11.2% | -28.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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