-1.5%
MCD vs WY
-23.0%
+21.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | -2.0% | -2.1% | 0.0% | -1.7% |
| 30D | -6.1% | -10.5% | +4.3% | -4.3% |
| 3M | -7.3% | -4.9% | -2.4% | -6.6% |
| 6M | -20.9% | -4.9% | -16.0% | -20.4% |
| YTD | -14.7% | -1.7% | -13.0% | -14.8% |
| 1Y | -16.1% | -9.4% | -6.7% | -15.1% |
| 3Y | -1.5% | -22.3% | +20.8% | +3.3% |
| All | -1.5% | -23.0% | +21.5% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling