+260.5%
MCD vs P
+557.5%
-297.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.0% | +11.5% | +6.9% |
| 7D | +11.9% | -19.4% | +31.2% | +13.3% |
| 30D | +20.2% | -22.3% | +42.6% | +21.9% |
| 3M | +5.2% | +33.2% | -28.0% | +2.3% |
| 6M | 0.0% | +53.6% | -53.6% | -4.4% |
| YTD | -6.5% | +66.8% | -73.3% | -11.7% |
| 1Y | -3.9% | +17.5% | -21.5% | -7.1% |
| 3Y | +12.5% | +219.7% | -207.2% | -6.3% |
| 5Y | +24.2% | +307.8% | -283.6% | -2.4% |
| 10Y | +220.9% | +855.3% | -634.4% | +113.5% |
| All | +260.5% | +557.5% | -297.0% | +141.2% |
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