+5,979.9%
MCD vs WY
+688.1%
+5,291.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.4% |
| 30D | -6.0% | -10.1% | +4.1% | -3.6% |
| 3M | -5.6% | -5.1% | -0.4% | -4.6% |
| 6M | -21.9% | -4.8% | -17.1% | -21.2% |
| YTD | -14.7% | -0.2% | -14.5% | -15.2% |
| 1Y | -17.3% | -6.6% | -10.6% | -16.5% |
| 3Y | -2.2% | -22.7% | +20.6% | +2.1% |
| 5Y | +20.3% | -22.2% | +42.5% | +23.4% |
| 10Y | +180.7% | +7.3% | +173.4% | +151.3% |
| All | +5,979.9% | +688.1% | +5,291.8% | +2,683.2% |
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