+193.4%
MCD vs P
+652.0%
-458.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -1.6% | +11.6% | -13.3% | -2.4% |
| 30D | +14.1% | -23.7% | +37.8% | +15.8% |
| 3M | +0.6% | -8.0% | +8.6% | +0.4% |
| 6M | 0.0% | +27.9% | -27.9% | -3.1% |
| YTD | -9.3% | +61.2% | -70.4% | -14.4% |
| 1Y | -9.3% | +28.6% | -37.9% | -13.3% |
| 3Y | +8.6% | +200.5% | -191.9% | -10.2% |
| 5Y | +21.9% | +282.9% | -261.0% | -5.5% |
| All | +193.4% | +652.0% | -458.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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