+1,579.9%
T vs MCD
+6,570.9%
-4,991.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +1.0% | +7.1% | -6.1% | -1.2% |
| 30D | -10.6% | +19.8% | -30.4% | -15.6% |
| 3M | -7.7% | +0.8% | -8.5% | -8.1% |
| 6M | -13.3% | -1.3% | -12.0% | -13.1% |
| YTD | -8.8% | -7.8% | -1.0% | -6.7% |
| 1Y | -8.4% | -5.0% | -3.4% | -7.3% |
| 3Y | +59.6% | +10.5% | +49.1% | +53.0% |
| 5Y | +52.1% | +22.0% | +30.1% | +40.8% |
| 10Y | +56.9% | +216.7% | -159.8% | +6.9% |
| All | +1,579.9% | +6,570.9% | -4,991.0% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling