+653.4%
WDC vs MCD
+219.3%
+434.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +9.1% |
| 7D | -14.4% | +5.9% | -20.4% | -16.8% |
| 30D | -27.1% | +19.6% | -46.7% | -33.2% |
| 3M | -33.3% | +3.3% | -36.5% | -34.7% |
| 6M | -39.6% | +3.5% | -43.1% | -42.1% |
| YTD | +68.4% | -6.1% | +74.5% | +70.1% |
| 1Y | +78.2% | -3.7% | +81.8% | +76.3% |
| 3Y | +772.0% | +13.4% | +758.7% | +641.0% |
| 5Y | +584.9% | +25.2% | +559.7% | +432.8% |
| 10Y | +653.4% | +211.3% | +442.2% | +319.9% |
| All | +653.4% | +219.3% | +434.2% | +319.9% |
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