+211.7%
MCD vs RF
+279.4%
-67.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +19.8% | +6.0% | +13.7% | +18.3% |
| 3M | +0.8% | -8.9% | +9.7% | +2.8% |
| 6M | -1.3% | +2.3% | -3.7% | -2.0% |
| YTD | -7.8% | +7.6% | -15.3% | -9.6% |
| 1Y | -5.0% | +21.2% | -26.1% | -9.3% |
| 3Y | +10.5% | +108.5% | -98.0% | -9.2% |
| 5Y | +22.0% | +43.2% | -21.3% | +7.1% |
| All | +211.7% | +279.4% | -67.7% | +100.0% |
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