+3,309.9%
V vs MCD
+743.8%
+2,566.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | +2.9% | +8.0% | -5.1% | -2.2% |
| 30D | +14.0% | +19.6% | -5.6% | +1.3% |
| 3M | +14.9% | +2.2% | +12.7% | +12.9% |
| 6M | +31.7% | -1.1% | +32.9% | +32.0% |
| YTD | +21.2% | -7.2% | +28.5% | +26.1% |
| 1Y | +25.3% | -6.7% | +32.0% | +29.5% |
| 3Y | +77.5% | +11.6% | +65.9% | +59.1% |
| 5Y | +102.6% | +22.6% | +79.9% | +69.0% |
| 10Y | +464.3% | +218.4% | +245.9% | +133.6% |
| All | +3,309.9% | +743.8% | +2,566.0% | +556.0% |
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