-1.5%
MCD vs WBD
+153.8%
-155.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.0% | -0.7% | -1.3% | -2.0% |
| 30D | -6.1% | +5.0% | -11.1% | -6.4% |
| 3M | -7.3% | +6.2% | -13.5% | -7.6% |
| 6M | -20.9% | +0.6% | -21.5% | -21.0% |
| YTD | -14.7% | -2.4% | -12.2% | -14.6% |
| 1Y | -16.1% | +127.7% | -143.8% | -20.2% |
| 3Y | -1.5% | +148.4% | -149.9% | -10.8% |
| All | -1.5% | +153.8% | -155.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 3y: compounded portfolio wealth divided by compounded WBD 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…
3y analysis · Full analysis span regression · 6 months rolling