+177.5%
MCD vs WY
+7.2%
+170.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | -2.5% | -3.7% | +1.1% | -1.5% |
| 30D | -7.0% | -11.3% | +4.3% | -3.7% |
| 3M | -9.8% | -8.1% | -1.6% | -7.8% |
| 6M | -21.8% | -7.4% | -14.3% | -20.3% |
| YTD | -15.6% | -4.7% | -10.9% | -15.1% |
| 1Y | -15.2% | -9.2% | -6.0% | -13.6% |
| 3Y | -2.6% | -24.7% | +22.1% | +3.4% |
| 5Y | +18.9% | -21.6% | +40.4% | +21.6% |
| All | +177.5% | +7.2% | +170.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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