-16.8%
MCD vs WY
-9.3%
-7.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | -6.7% | -9.9% | +3.1% | -5.2% |
| 3M | -9.6% | -7.5% | -2.0% | -8.6% |
| 6M | -22.3% | -5.1% | -17.2% | -21.9% |
| YTD | -15.4% | -2.1% | -13.3% | -15.7% |
| 1Y | -16.8% | -7.3% | -9.5% | -16.8% |
| All | -16.8% | -9.3% | -7.5% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling