+25.2%
MCD vs S
-67.7%
+93.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +7.3% | +1.4% | +5.9% | +7.2% |
| 30D | +20.0% | -10.8% | +30.8% | +20.1% |
| 3M | +3.8% | +5.4% | -1.6% | +3.6% |
| 6M | +3.8% | +41.2% | -37.5% | +3.0% |
| YTD | -5.9% | +56.2% | -62.1% | -6.8% |
| 1Y | -3.2% | +36.3% | -39.5% | -4.0% |
| 3Y | +13.3% | +49.4% | -36.1% | +11.2% |
| 5Y | +25.2% | -66.9% | +92.1% | +27.4% |
| All | +25.2% | -67.7% | +93.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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