+257.7%
MCD vs P
+449.6%
-192.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.4% | +15.6% | +0.3% |
| 7D | +8.0% | -31.9% | +39.9% | +10.5% |
| 30D | +19.6% | -36.5% | +56.1% | +22.8% |
| 3M | +2.2% | +11.6% | -9.4% | +0.4% |
| 6M | -1.1% | +25.2% | -26.3% | -4.3% |
| YTD | -7.2% | +39.4% | -46.7% | -11.5% |
| 1Y | -6.7% | -3.7% | -3.0% | -8.7% |
| 3Y | +11.6% | +167.3% | -155.7% | -6.1% |
| 5Y | +22.6% | +237.3% | -214.7% | -2.4% |
| 10Y | +218.4% | +698.6% | -480.2% | +114.0% |
| All | +257.7% | +449.6% | -192.0% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling