+52.3%
MSFT vs MCD
+10.9%
+41.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +1.7% | +7.1% | -5.5% | +1.1% |
| 30D | +0.2% | +19.8% | -19.6% | -1.2% |
| 3M | +6.4% | +0.8% | +5.5% | +6.3% |
| 6M | +28.7% | -1.3% | +30.0% | +28.7% |
| YTD | +10.4% | -7.8% | +18.2% | +10.7% |
| 1Y | +7.6% | -5.0% | +12.6% | +7.5% |
| 3Y | +52.3% | +10.5% | +41.8% | +47.2% |
| All | +52.3% | +10.9% | +41.4% | +47.2% |
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