+22.7%
MCD vs WM
+59.1%
-36.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.3% |
| 7D | +7.1% | +1.2% | +5.9% | +6.7% |
| 30D | +19.8% | +13.1% | +6.7% | +14.2% |
| 3M | +0.8% | +3.6% | -2.8% | -0.7% |
| 6M | -1.3% | +8.1% | -9.4% | -4.3% |
| YTD | -7.8% | +8.9% | -16.7% | -11.2% |
| 1Y | -5.0% | +20.3% | -25.3% | -12.0% |
| 3Y | +10.5% | +46.2% | -35.6% | -5.7% |
| All | +22.7% | +59.1% | -36.4% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling