+53.4%
T vs MCD
+21.9%
+31.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +1.0% | +7.1% | -6.1% | -1.7% |
| 30D | -10.6% | +19.8% | -30.4% | -16.6% |
| 3M | -7.7% | +0.8% | -8.5% | -8.3% |
| 6M | -13.3% | -1.3% | -12.0% | -13.2% |
| YTD | -8.8% | -7.8% | -1.0% | -6.5% |
| 1Y | -8.4% | -5.0% | -3.4% | -7.3% |
| 3Y | +59.6% | +10.5% | +49.1% | +50.1% |
| All | +53.4% | +21.9% | +31.5% | +32.8% |
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