+195.2%
MCD vs P
+666.7%
-471.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.6% |
| 7D | -1.6% | +17.8% | -19.4% | -2.6% |
| 30D | +16.0% | -29.9% | +45.9% | +18.4% |
| 3M | 0.0% | -1.2% | +1.1% | -0.7% |
| 6M | +0.9% | +32.1% | -31.2% | -2.5% |
| YTD | -8.7% | +64.3% | -73.0% | -13.9% |
| 1Y | -8.6% | +24.3% | -32.8% | -12.2% |
| 3Y | +9.9% | +203.2% | -193.4% | -9.1% |
| 5Y | +22.6% | +290.4% | -267.8% | -5.0% |
| All | +195.2% | +666.7% | -471.5% | +93.2% |
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