+211.3%
MCD vs W
+268.4%
-57.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.5% |
| 7D | +5.9% | +3.3% | +2.7% | +5.7% |
| 30D | +19.6% | +10.5% | +9.1% | +18.9% |
| 3M | +3.3% | +9.6% | -6.4% | +2.6% |
| 6M | +3.5% | +76.4% | -72.9% | -0.6% |
| YTD | -6.1% | +16.4% | -22.5% | -8.0% |
| 1Y | -3.7% | +9.3% | -13.0% | -5.4% |
| 3Y | +13.4% | +172.8% | -159.4% | +1.7% |
| 5Y | +25.2% | -53.4% | +78.5% | +22.2% |
| 10Y | +211.3% | +243.6% | -32.4% | +133.9% |
| All | +211.3% | +268.4% | -57.2% | +133.9% |
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