+73.5%
MSFT vs MCD
+20.4%
+53.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | +2.7% | -6.0% | +8.7% | +4.8% |
| 3M | +17.0% | -5.6% | +22.5% | +19.0% |
| 6M | +23.8% | -21.9% | +45.7% | +34.3% |
| YTD | +4.0% | -14.7% | +18.7% | +9.0% |
| 1Y | -0.8% | -17.3% | +16.4% | +5.0% |
| 3Y | +55.6% | -2.2% | +57.8% | +49.2% |
| All | +73.5% | +20.4% | +53.1% | +37.0% |
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