-2.6%
MCD vs OSCR
+386.4%
-389.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.8% |
| 7D | -2.9% | +4.7% | -7.6% | -2.9% |
| 30D | -6.7% | +14.8% | -21.5% | -7.0% |
| 3M | -9.6% | +16.7% | -26.2% | -9.9% |
| 6M | -22.3% | +127.5% | -149.8% | -23.6% |
| YTD | -15.4% | +121.0% | -136.5% | -16.9% |
| 1Y | -16.8% | +58.4% | -75.2% | -17.8% |
| All | -2.6% | +386.4% | -389.0% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling