+228.9%
MCD vs P
+485.4%
-256.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -2.8% | +6.5% | -9.4% | -3.3% |
| 30D | -6.0% | +18.8% | -24.9% | -7.4% |
| 3M | -5.6% | +26.7% | -32.3% | -7.7% |
| 6M | -21.9% | +62.2% | -84.0% | -25.4% |
| YTD | -14.7% | +48.5% | -63.2% | -18.4% |
| 1Y | -17.3% | +26.4% | -43.7% | -20.5% |
| 3Y | -2.2% | +159.4% | -161.6% | -16.5% |
| 5Y | +20.3% | +275.8% | -255.5% | -4.7% |
| 10Y | +180.7% | +732.0% | -551.3% | +89.2% |
| All | +228.9% | +485.4% | -256.4% | +123.0% |
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 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