+211.7%
MCD vs WM
+339.4%
-127.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.5% |
| 7D | +7.1% | +1.2% | +5.9% | +6.5% |
| 30D | +19.8% | +13.1% | +6.7% | +12.6% |
| 3M | +0.8% | +3.6% | -2.8% | -1.1% |
| 6M | -1.3% | +8.1% | -9.4% | -5.3% |
| YTD | -7.8% | +8.9% | -16.7% | -12.3% |
| 1Y | -5.0% | +20.3% | -25.3% | -14.1% |
| 3Y | +10.5% | +46.2% | -35.6% | -11.3% |
| 5Y | +22.0% | +59.9% | -37.9% | -8.3% |
| All | +211.7% | +339.4% | -127.7% | +55.6% |
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