+61.4%
T vs MCD
+204.7%
-143.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.5% |
| 7D | +2.0% | -1.9% | +3.9% | +2.7% |
| 30D | -1.0% | +16.6% | -17.6% | -7.0% |
| 3M | -8.1% | +0.9% | -9.1% | -8.7% |
| 6M | -8.3% | +1.5% | -9.7% | -9.2% |
| YTD | -6.1% | -8.3% | +2.2% | -3.4% |
| 1Y | -7.4% | -8.1% | +0.8% | -4.8% |
| 3Y | +65.4% | +10.3% | +55.1% | +56.2% |
| 5Y | +57.6% | +23.4% | +34.2% | +41.0% |
| 10Y | +61.4% | +205.9% | -144.6% | +21.9% |
| All | +61.4% | +204.7% | -143.4% | +21.9% |
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 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