+298.8%
MCD vs W
+210.4%
+88.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +7.1% | -3.6% | +10.7% | +7.3% |
| 30D | +19.8% | +7.0% | +12.8% | +19.3% |
| 3M | +0.8% | +7.4% | -6.6% | +0.3% |
| 6M | -1.3% | +69.3% | -70.6% | -4.7% |
| YTD | -7.8% | +11.3% | -19.0% | -9.2% |
| 1Y | -5.0% | +13.2% | -18.2% | -6.7% |
| 3Y | +10.5% | +142.0% | -131.5% | +0.8% |
| 5Y | +22.0% | -54.6% | +76.6% | +18.4% |
| 10Y | +216.7% | +243.7% | -27.0% | +143.4% |
| All | +298.8% | +210.4% | +88.4% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling