+93.7%
META vs MCD
+21.9%
+71.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.2% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -15.4% | +16.6% | -32.0% | -19.3% |
| 3M | +5.0% | +0.9% | +4.1% | +4.7% |
| 6M | +5.2% | +1.5% | +3.7% | +4.4% |
| YTD | -4.5% | -8.3% | +3.8% | -1.8% |
| 1Y | +0.6% | -8.1% | +8.7% | +3.2% |
| 3Y | +93.1% | +10.3% | +82.8% | +75.3% |
| 5Y | +93.7% | +23.4% | +70.3% | +61.1% |
| All | +93.7% | +21.9% | +71.8% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling