+55.5%
T vs MCD
+213.9%
-158.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +1.0% | +7.1% | -6.1% | -1.8% |
| 30D | -10.6% | +19.8% | -30.4% | -16.8% |
| 3M | -7.7% | +0.8% | -8.5% | -8.2% |
| 6M | -13.3% | -1.3% | -12.0% | -13.2% |
| YTD | -8.8% | -7.8% | -1.0% | -6.3% |
| 1Y | -8.4% | -5.0% | -3.4% | -7.1% |
| 3Y | +59.6% | +10.5% | +49.1% | +50.7% |
| 5Y | +52.1% | +22.0% | +30.1% | +36.8% |
| All | +55.5% | +213.9% | -158.4% | +13.6% |
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