-3.9%
MCD vs WYNN
-32.5%
+28.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.1% | +0.5% | +5.5% |
| 7D | +11.9% | +15.4% | -3.5% | +9.4% |
| 30D | +20.2% | +6.8% | +13.5% | +18.7% |
| 3M | +5.2% | -15.4% | +20.6% | +6.5% |
| 6M | 0.0% | -20.0% | +20.0% | +1.8% |
| YTD | -6.5% | -31.0% | +24.5% | -5.0% |
| 1Y | -3.9% | -31.5% | +27.5% | -2.5% |
| All | -3.9% | -32.5% | +28.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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