+3,570.2%
MCD vs O
+5,387.7%
-1,817.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -6.0% | -1.9% | -4.1% | -5.5% |
| 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% | -17.6% |
| 1Y | -17.3% | +10.8% | -28.1% | -19.7% |
| 3Y | -2.2% | +28.8% | -30.9% | -9.5% |
| 5Y | +20.3% | +13.2% | +7.1% | +14.5% |
| 10Y | +180.7% | +53.5% | +127.2% | +140.2% |
| All | +3,570.2% | +5,387.7% | -1,817.6% | +1,343.6% |
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 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