+21.6%
MCD vs W
-63.2%
+84.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | -2.8% | -4.2% | +1.3% | -2.7% |
| 30D | -6.0% | -7.6% | +1.5% | -5.8% |
| 3M | -5.6% | +37.2% | -42.7% | -6.7% |
| 6M | -21.9% | +26.3% | -48.2% | -22.7% |
| YTD | -14.7% | -1.0% | -13.7% | -15.1% |
| 1Y | -17.3% | +20.1% | -37.3% | -18.3% |
| 3Y | -2.2% | +37.8% | -39.9% | -5.0% |
| All | +21.6% | -63.2% | +84.8% | +18.7% |
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