+22.6%
MCD vs P
+237.3%
-214.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.4% | +15.6% | -1.0% |
| 7D | +8.0% | -31.9% | +39.9% | +7.5% |
| 30D | +19.6% | -36.5% | +56.1% | +18.9% |
| 3M | +2.2% | +11.6% | -9.4% | +2.1% |
| 6M | -1.1% | +25.2% | -26.3% | -1.1% |
| YTD | -7.2% | +39.4% | -46.7% | -7.2% |
| 1Y | -6.7% | -3.7% | -3.0% | -6.5% |
| 3Y | +11.6% | +167.3% | -155.7% | +6.0% |
| 5Y | +22.6% | +237.3% | -214.7% | +14.0% |
| All | +22.6% | +237.3% | -214.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling