+213.4%
MCD vs WM
+348.7%
-135.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.4% |
| 7D | +8.0% | +4.5% | +3.5% | +5.7% |
| 30D | +19.6% | +16.1% | +3.6% | +11.0% |
| 3M | +2.2% | +8.0% | -5.8% | -1.8% |
| 6M | -1.1% | +8.4% | -9.6% | -5.3% |
| YTD | -7.2% | +11.2% | -18.5% | -12.7% |
| 1Y | -6.7% | +22.3% | -29.0% | -16.4% |
| 3Y | +11.6% | +50.2% | -38.7% | -11.7% |
| 5Y | +22.6% | +63.3% | -40.6% | -8.7% |
| All | +213.4% | +348.7% | -135.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling