+22.6%
MCD vs W
-54.3%
+77.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +16.0% | +3.2% | +12.8% | +15.9% |
| 3M | 0.0% | +8.3% | -8.3% | -0.3% |
| 6M | +0.9% | +84.3% | -83.3% | -1.1% |
| YTD | -8.7% | +11.0% | -19.7% | -9.5% |
| 1Y | -8.6% | -0.2% | -8.3% | -9.1% |
| 3Y | +9.9% | +157.9% | -148.1% | +4.4% |
| 5Y | +22.6% | -56.8% | +79.4% | +15.5% |
| All | +22.6% | -54.3% | +77.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling