+20.4%
MCD vs WY
-21.5%
+42.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | -2.0% | -2.1% | 0.0% | -1.6% |
| 30D | -6.1% | -10.5% | +4.3% | -4.0% |
| 3M | -7.3% | -4.9% | -2.4% | -6.5% |
| 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% | -14.9% |
| 3Y | -1.5% | -22.3% | +20.8% | +2.1% |
| 5Y | +20.4% | -20.5% | +41.0% | +24.5% |
| All | +20.4% | -21.5% | +42.0% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling