+6,563.2%
MCD vs RF
+1,462.6%
+5,100.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.3% |
| 7D | +11.9% | +2.3% | +9.6% | +11.5% |
| 30D | +20.2% | +7.2% | +13.0% | +19.1% |
| 3M | +5.2% | -8.2% | +13.4% | +6.4% |
| 6M | 0.0% | +7.0% | -7.0% | -1.0% |
| YTD | -6.5% | +10.3% | -16.8% | -8.0% |
| 1Y | -3.9% | +25.1% | -29.0% | -7.1% |
| 3Y | +12.5% | +110.3% | -97.8% | -0.1% |
| 5Y | +24.2% | +47.1% | -22.9% | +14.4% |
| 10Y | +220.9% | +297.9% | -77.0% | +149.1% |
| All | +6,563.2% | +1,462.6% | +5,100.6% | +2,948.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling