+211.7%
MCD vs P
+713.7%
-502.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.8% |
| 7D | +7.1% | -23.8% | +30.9% | +8.8% |
| 30D | +19.8% | -36.6% | +56.4% | +23.0% |
| 3M | +0.8% | +10.9% | -10.1% | -0.9% |
| 6M | -1.3% | +30.0% | -31.3% | -4.8% |
| YTD | -7.8% | +44.4% | -52.1% | -12.3% |
| 1Y | -5.0% | +3.9% | -8.9% | -7.6% |
| 3Y | +10.5% | +176.6% | -166.0% | -8.3% |
| 5Y | +22.0% | +249.3% | -227.3% | -5.0% |
| All | +211.7% | +713.7% | -502.0% | +102.7% |
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