+383.5%
V vs MCD
+177.3%
+206.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.1% |
| 7D | -1.7% | -2.8% | +1.1% | 0.0% |
| 30D | +2.0% | -6.0% | +8.0% | +5.8% |
| 3M | +17.4% | -5.6% | +22.9% | +21.2% |
| 6M | +17.5% | -21.9% | +39.3% | +35.9% |
| YTD | +7.6% | -14.7% | +22.3% | +17.7% |
| 1Y | +7.7% | -17.3% | +25.0% | +19.8% |
| 3Y | +54.7% | -2.2% | +56.8% | +51.7% |
| 5Y | +73.0% | +20.3% | +52.8% | +46.7% |
| All | +383.5% | +177.3% | +206.3% | +201.7% |
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