+9.0%
MSFT vs MCD
-3.6%
+12.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.5% | +0.2% | +6.0% |
| 7D | +4.7% | +11.9% | -7.2% | +3.9% |
| 30D | +5.8% | +20.2% | -14.4% | +4.7% |
| 3M | +13.0% | +5.2% | +7.8% | +12.7% |
| 6M | +34.9% | 0.0% | +34.9% | +34.2% |
| YTD | +15.7% | -6.5% | +22.2% | +13.6% |
| 1Y | +9.0% | -3.9% | +12.9% | +6.9% |
| All | +9.0% | -3.6% | +12.6% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling