+205.9%
MCD vs O
+82.5%
+123.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | +0.6% | -2.5% | -2.2% |
| 30D | +16.6% | +9.4% | +7.2% | +12.3% |
| 3M | +0.9% | -2.4% | +3.3% | +2.0% |
| 6M | +1.5% | -1.9% | +3.3% | +2.3% |
| YTD | -8.3% | +10.5% | -18.8% | -12.2% |
| 1Y | -8.1% | +10.0% | -18.1% | -11.9% |
| 3Y | +10.3% | +40.5% | -30.1% | -5.4% |
| 5Y | +23.4% | +10.2% | +13.2% | +15.9% |
| 10Y | +205.9% | +82.5% | +123.5% | +138.1% |
| All | +205.9% | +82.5% | +123.5% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling