+5,979.9%
MCD vs WM
+26,336.4%
-20,356.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | -5.6% | +0.4% | -6.0% | -5.6% |
| 6M | -21.9% | -9.5% | -12.4% | -20.7% |
| YTD | -14.7% | +0.5% | -15.2% | -14.9% |
| 1Y | -17.3% | -1.1% | -16.2% | -17.2% |
| 3Y | -2.2% | +46.0% | -48.2% | -7.9% |
| 5Y | +20.3% | +51.8% | -31.5% | +12.4% |
| 10Y | +180.7% | +307.5% | -126.8% | +131.4% |
| All | +5,979.9% | +26,336.4% | -20,356.5% | +3,808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling