+205.9%
MCD vs W
+224.5%
-18.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -1.9% | -7.4% | +5.5% | -1.5% |
| 30D | +16.6% | +7.8% | +8.8% | +16.0% |
| 3M | +0.9% | +10.9% | -9.9% | +0.2% |
| 6M | +1.5% | +86.4% | -85.0% | -2.9% |
| YTD | -8.3% | +14.0% | -22.3% | -10.1% |
| 1Y | -8.1% | +3.5% | -11.7% | -9.5% |
| 3Y | +10.3% | +164.8% | -154.4% | -0.9% |
| 5Y | +23.4% | -53.1% | +76.5% | +20.4% |
| 10Y | +205.9% | +220.4% | -14.5% | +128.4% |
| All | +205.9% | +224.5% | -18.6% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling