+1,080.1%
MCD vs WCC
+1,713.7%
-633.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.0% |
| 7D | -2.8% | +4.5% | -7.3% | -3.4% |
| 30D | -6.0% | -5.8% | -0.2% | -5.4% |
| 3M | -5.6% | -3.7% | -1.9% | -5.7% |
| 6M | -21.9% | +23.1% | -44.9% | -24.7% |
| YTD | -14.7% | +44.2% | -58.9% | -19.6% |
| 1Y | -17.3% | +62.1% | -79.4% | -23.5% |
| 3Y | -2.2% | +121.1% | -123.3% | -15.9% |
| 5Y | +20.3% | +214.0% | -193.7% | -4.2% |
| 10Y | +180.7% | +472.8% | -292.1% | +91.0% |
| All | +1,080.1% | +1,713.7% | -633.6% | +509.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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