-8.1%
MCD vs P
+17.1%
-25.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -2.3% |
| 7D | -1.9% | -4.7% | +2.8% | -2.2% |
| 30D | +16.6% | -31.4% | +48.0% | +13.8% |
| 3M | +0.9% | -2.6% | +3.6% | +1.2% |
| 6M | +1.5% | +21.9% | -20.5% | +4.0% |
| YTD | -8.3% | +58.9% | -67.3% | -3.6% |
| 1Y | -8.1% | +21.7% | -29.9% | -5.0% |
| All | -8.1% | +17.1% | -25.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling