+22.7%
MCD vs P
+247.4%
-224.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.5% |
| 7D | +7.1% | -23.8% | +30.9% | +6.7% |
| 30D | +19.8% | -36.6% | +56.4% | +19.1% |
| 3M | +0.8% | +10.9% | -10.1% | +0.8% |
| 6M | -1.3% | +30.0% | -31.3% | -1.2% |
| YTD | -7.8% | +44.4% | -52.1% | -7.7% |
| 1Y | -5.0% | +3.9% | -8.9% | -4.7% |
| 3Y | +10.5% | +176.6% | -166.0% | +5.0% |
| All | +22.7% | +247.4% | -224.6% | +14.3% |
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 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