+6,434.3%
MCD vs WY
+607.0%
+5,827.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | -5.1% | +3.1% | -0.7% |
| 30D | +16.6% | +9.0% | +7.6% | +14.2% |
| 3M | +0.9% | -16.7% | +17.7% | +5.5% |
| 6M | +1.5% | -10.3% | +11.7% | +3.8% |
| YTD | -8.3% | -10.5% | +2.2% | -6.4% |
| 1Y | -8.1% | -5.9% | -2.3% | -7.5% |
| 3Y | +10.3% | -24.7% | +35.0% | +15.8% |
| 5Y | +23.4% | -31.5% | +54.9% | +30.8% |
| 10Y | +205.9% | +4.7% | +201.2% | +176.2% |
| All | +6,434.3% | +607.0% | +5,827.4% | +2,970.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling