-2.6%
MCD vs WTW
+60.9%
-63.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | -2.9% | -7.1% | +4.2% | -1.5% |
| 30D | -6.7% | -8.5% | +1.8% | -5.2% |
| 3M | -9.6% | +20.6% | -30.1% | -12.7% |
| 6M | -22.3% | +7.2% | -29.5% | -23.7% |
| YTD | -15.4% | -3.9% | -11.6% | -15.4% |
| 1Y | -16.8% | -3.6% | -13.2% | -16.9% |
| All | -2.6% | +60.9% | -63.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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