+78.4%
V vs MCD
+12.8%
+65.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -0.8% | +5.9% | -6.7% | -2.9% |
| 30D | +9.5% | +19.6% | -10.1% | +2.7% |
| 3M | +16.7% | +3.3% | +13.4% | +15.1% |
| 6M | +32.9% | +3.5% | +29.5% | +30.9% |
| YTD | +21.1% | -6.1% | +27.2% | +23.1% |
| 1Y | +26.6% | -3.7% | +30.3% | +27.4% |
| 3Y | +78.4% | +13.4% | +65.0% | +75.5% |
| All | +78.4% | +12.8% | +65.6% | +75.5% |
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