+176.9%
MCD vs WYNN
+1.1%
+175.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -0.7% |
| 30D | -7.8% | -14.6% | +6.9% | -6.0% |
| 3M | -10.7% | -18.4% | +7.7% | -8.5% |
| 6M | -21.3% | -11.9% | -9.4% | -20.2% |
| YTD | -15.8% | -26.6% | +10.8% | -12.9% |
| 1Y | -16.0% | -28.5% | +12.5% | -13.2% |
| 3Y | -3.0% | -5.1% | +2.2% | -4.7% |
| 5Y | +18.6% | -10.5% | +29.1% | +14.3% |
| All | +176.9% | +1.1% | +175.8% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling