+18.9%
MCD vs WYNN
-12.8%
+31.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -7.0% | -15.4% | +8.4% | -6.0% |
| 3M | -9.8% | -15.8% | +6.0% | -8.8% |
| 6M | -21.8% | -13.5% | -8.3% | -21.0% |
| YTD | -15.6% | -26.0% | +10.4% | -14.1% |
| 1Y | -15.2% | -27.4% | +12.2% | -13.7% |
| 3Y | -2.6% | -3.7% | +1.2% | -3.8% |
| 5Y | +18.9% | -9.8% | +28.6% | +16.3% |
| All | +18.9% | -12.8% | +31.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling