-5.0%
MCD vs W
+10.8%
-15.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +7.1% | -3.6% | +10.7% | +7.2% |
| 30D | +19.8% | +7.0% | +12.8% | +19.5% |
| 3M | +0.8% | +7.4% | -6.6% | +0.5% |
| 6M | -1.3% | +69.3% | -70.6% | -2.7% |
| YTD | -7.8% | +11.3% | -19.0% | -8.2% |
| 1Y | -5.0% | +13.2% | -18.2% | -5.4% |
| All | -5.0% | +10.8% | -15.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling