+2,491.8%
MCD vs WYNN
+1,203.4%
+1,288.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.6% |
| 7D | -2.9% | -1.4% | -1.5% | -2.7% |
| 30D | -6.7% | -11.8% | +5.0% | -5.3% |
| 3M | -9.6% | -15.8% | +6.3% | -7.7% |
| 6M | -22.3% | -10.7% | -11.6% | -21.4% |
| YTD | -15.4% | -24.5% | +9.0% | -12.8% |
| 1Y | -16.8% | -25.0% | +8.2% | -14.4% |
| 3Y | -2.4% | -1.8% | -0.6% | -4.4% |
| 5Y | +19.4% | -10.0% | +29.4% | +14.9% |
| 10Y | +181.3% | +3.2% | +178.1% | +146.0% |
| All | +2,491.8% | +1,203.4% | +1,288.4% | +1,300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling