+177.3%
MCD vs RF
+343.3%
-166.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -6.0% | -3.6% | -2.4% | -5.3% |
| 3M | -5.6% | +8.1% | -13.7% | -7.3% |
| 6M | -21.9% | +11.5% | -33.3% | -23.8% |
| YTD | -14.7% | +15.6% | -30.3% | -17.7% |
| 1Y | -17.3% | +15.7% | -32.9% | -20.4% |
| 3Y | -2.2% | +86.9% | -89.0% | -17.5% |
| 5Y | +20.3% | +89.8% | -69.5% | -1.8% |
| All | +177.3% | +343.3% | -166.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling