+39.4%
MCD vs OSCR
-9.0%
+48.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | -7.8% | +10.7% | -18.4% | -8.0% |
| 3M | -10.7% | +13.4% | -24.0% | -11.0% |
| 6M | -21.3% | +144.6% | -165.8% | -22.9% |
| YTD | -15.8% | +128.0% | -143.8% | -17.5% |
| 1Y | -16.0% | +68.7% | -84.7% | -17.3% |
| 3Y | -3.0% | +398.8% | -401.7% | -8.4% |
| 5Y | +18.6% | +87.3% | -68.6% | +12.8% |
| All | +39.4% | -9.0% | +48.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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