+45.4%
MSFT vs MCD
+10.5%
+35.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -2.0% |
| 7D | -6.2% | -1.9% | -4.3% | -6.0% |
| 30D | -3.7% | +16.6% | -20.3% | -4.8% |
| 3M | +3.6% | +0.9% | +2.7% | +3.6% |
| 6M | +26.8% | +1.5% | +25.3% | +26.7% |
| YTD | +8.4% | -8.3% | +16.8% | +8.8% |
| 1Y | +3.3% | -8.1% | +11.4% | +3.6% |
| All | +45.4% | +10.5% | +35.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling