+404.3%
META vs MCD
+213.9%
+190.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -0.8% | +7.1% | -7.9% | -4.0% |
| 30D | -15.4% | +19.8% | -35.2% | -22.5% |
| 3M | +3.5% | +0.8% | +2.7% | +2.7% |
| 6M | -0.3% | -1.3% | +1.0% | -0.5% |
| YTD | -7.3% | -7.8% | +0.4% | -4.7% |
| 1Y | -1.1% | -5.0% | +3.9% | 0.0% |
| 3Y | +95.1% | +10.5% | +84.5% | +77.0% |
| 5Y | +80.6% | +22.0% | +58.6% | +53.7% |
| All | +404.3% | +213.9% | +190.3% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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