-1.5%
MCD vs RF
+86.8%
-88.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -6.0% | -3.6% | -2.4% | -5.8% |
| 3M | -5.6% | +8.1% | -13.7% | -6.2% |
| 6M | -21.9% | +11.5% | -33.3% | -22.6% |
| YTD | -14.7% | +15.6% | -30.3% | -15.9% |
| 1Y | -17.3% | +15.7% | -32.9% | -18.5% |
| All | -1.5% | +86.8% | -88.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling