+66.6%
WDC vs MCD
-3.5%
+70.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +11.5% |
| 7D | -14.4% | +5.9% | -20.4% | -9.3% |
| 30D | -27.1% | +19.6% | -46.7% | -12.7% |
| 3M | -33.3% | +3.3% | -36.5% | -30.9% |
| 6M | -39.6% | +3.5% | -43.1% | -35.2% |
| YTD | +68.4% | -6.1% | +74.5% | +86.3% |
| All | +66.6% | -3.5% | +70.1% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling