+3,869.1%
MCD vs O
+5,241.4%
-1,372.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +7.1% | +3.7% | +3.4% | +6.1% |
| 30D | +19.8% | +11.2% | +8.6% | +16.3% |
| 3M | +0.8% | -4.0% | +4.8% | +2.0% |
| 6M | -1.3% | -5.2% | +3.9% | +0.2% |
| YTD | -7.8% | +9.5% | -17.2% | -10.1% |
| 1Y | -5.0% | +10.6% | -15.6% | -7.6% |
| 3Y | +10.5% | +38.1% | -27.6% | +0.5% |
| 5Y | +22.0% | +10.2% | +11.7% | +17.2% |
| 10Y | +216.7% | +71.4% | +145.3% | +164.9% |
| All | +3,869.1% | +5,241.4% | -1,372.2% | +1,473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling