+922.9%
MSFT vs MCD
+211.9%
+710.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +2.3% | +7.3% | -4.9% | -1.0% |
| 30D | -0.4% | +20.0% | -20.3% | -8.9% |
| 3M | +5.6% | +3.8% | +1.7% | +3.4% |
| 6M | +29.0% | +3.8% | +25.2% | +25.9% |
| YTD | +10.9% | -5.9% | +16.8% | +13.2% |
| 1Y | +6.2% | -3.2% | +9.5% | +6.6% |
| 3Y | +47.6% | +13.3% | +34.3% | +31.7% |
| 5Y | +67.9% | +25.2% | +42.7% | +40.2% |
| 10Y | +922.9% | +213.3% | +709.5% | +518.1% |
| All | +922.9% | +211.9% | +710.9% | +518.1% |
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 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