+11.2%
MCD vs WM
+50.2%
-39.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.2% |
| 7D | +8.0% | +4.5% | +3.5% | +6.3% |
| 30D | +19.6% | +16.1% | +3.6% | +13.1% |
| 3M | +2.2% | +8.0% | -5.8% | -0.8% |
| 6M | -1.1% | +8.4% | -9.6% | -4.2% |
| YTD | -7.2% | +11.2% | -18.5% | -11.3% |
| 1Y | -6.7% | +22.3% | -29.0% | -13.9% |
| All | +11.2% | +50.2% | -39.1% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling