+63.7%
T vs MCD
+13.4%
+50.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +7.3% | -4.7% | +0.1% |
| 30D | -1.1% | +20.0% | -21.0% | -6.9% |
| 3M | -7.7% | +3.8% | -11.6% | -9.2% |
| 6M | -10.6% | +3.8% | -14.4% | -12.2% |
| YTD | -7.5% | -5.9% | -1.6% | -6.4% |
| 1Y | -7.4% | -3.2% | -4.2% | -7.2% |
| All | +63.7% | +13.4% | +50.3% | +57.2% |
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