+20.8%
MCD vs O
+7.0%
+13.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | -0.4% | -1.3% | -1.5% |
| 30D | +14.1% | +7.1% | +7.0% | +11.2% |
| 3M | +0.6% | -5.2% | +5.8% | +2.6% |
| 6M | 0.0% | -1.8% | +1.8% | +0.7% |
| YTD | -9.3% | +9.1% | -18.3% | -12.2% |
| 1Y | -9.3% | +9.7% | -19.0% | -12.4% |
| 3Y | +8.6% | +39.1% | -30.5% | -4.2% |
| All | +20.8% | +7.0% | +13.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling