+6,511.4%
MCD vs RF
+1,429.2%
+5,082.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.5% |
| 7D | +8.0% | -1.6% | +9.7% | +8.3% |
| 30D | +19.6% | +5.0% | +14.6% | +18.8% |
| 3M | +2.2% | -10.0% | +12.2% | +3.7% |
| 6M | -1.1% | +3.3% | -4.5% | -1.7% |
| YTD | -7.2% | +7.9% | -15.2% | -8.5% |
| 1Y | -6.7% | +21.2% | -27.9% | -9.4% |
| 3Y | +11.6% | +105.8% | -94.2% | -0.6% |
| 5Y | +22.6% | +43.7% | -21.1% | +13.3% |
| 10Y | +218.4% | +289.4% | -71.0% | +147.9% |
| All | +6,511.4% | +1,429.2% | +5,082.1% | +2,933.7% |
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