+41.2%
MCD vs OSCR
-8.3%
+49.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | 0.0% |
| 7D | -2.0% | +10.7% | -12.7% | -2.2% |
| 30D | -6.1% | +18.3% | -24.5% | -6.5% |
| 3M | -7.3% | +20.5% | -27.8% | -7.7% |
| 6M | -20.9% | +138.5% | -159.4% | -22.6% |
| YTD | -14.7% | +129.7% | -144.4% | -16.4% |
| 1Y | -16.1% | +62.8% | -78.9% | -17.4% |
| 3Y | -1.5% | +411.8% | -413.3% | -7.1% |
| 5Y | +20.4% | +99.9% | -79.5% | +14.5% |
| All | +41.2% | -8.3% | +49.5% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling