+211.3%
MCD vs O
+69.9%
+141.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +5.9% | +3.3% | +2.6% | +4.5% |
| 30D | +19.6% | +10.3% | +9.3% | +14.8% |
| 3M | +3.3% | -3.5% | +6.7% | +4.9% |
| 6M | +3.5% | -1.3% | +4.8% | +4.1% |
| YTD | -6.1% | +10.3% | -16.4% | -10.1% |
| 1Y | -3.7% | +10.4% | -14.1% | -7.7% |
| 3Y | +13.4% | +40.0% | -26.6% | -2.7% |
| 5Y | +25.2% | +12.4% | +12.8% | +16.5% |
| 10Y | +211.3% | +78.2% | +133.0% | +143.6% |
| All | +211.3% | +69.9% | +141.4% | +143.6% |
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