+583.6%
WDC vs MCD
+213.9%
+369.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -28.0% | +7.1% | -35.1% | -30.4% |
| 30D | -34.9% | +19.8% | -54.7% | -40.5% |
| 3M | -41.6% | +0.8% | -42.4% | -42.2% |
| 6M | -45.4% | -1.3% | -44.1% | -46.3% |
| YTD | +53.3% | -7.8% | +61.0% | +56.0% |
| 1Y | +61.5% | -5.0% | +66.5% | +60.6% |
| 3Y | +712.3% | +10.5% | +701.8% | +599.3% |
| 5Y | +524.2% | +22.0% | +502.3% | +392.4% |
| All | +583.6% | +213.9% | +369.6% | +291.5% |
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 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