+21.6%
MCD vs RF
+89.8%
-68.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -6.0% | -3.6% | -2.4% | -5.6% |
| 3M | -5.6% | +8.1% | -13.7% | -6.6% |
| 6M | -21.9% | +11.5% | -33.3% | -23.0% |
| YTD | -14.7% | +15.6% | -30.3% | -16.5% |
| 1Y | -17.3% | +15.7% | -32.9% | -19.1% |
| 3Y | -2.2% | +86.9% | -89.0% | -12.1% |
| All | +21.6% | +89.8% | -68.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling