+412.6%
WDC vs MCD
-16.1%
+428.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +6.0% | -2.0% | +8.0% | +3.7% |
| 30D | +9.9% | -6.1% | +16.1% | +2.9% |
| 3M | -9.4% | -7.3% | -2.1% | -13.1% |
| 6M | +94.7% | -20.9% | +115.7% | +73.3% |
| YTD | +177.4% | -14.7% | +192.0% | +168.1% |
| 1Y | +412.6% | -16.1% | +428.7% | +403.6% |
| All | +412.6% | -16.1% | +428.7% | +403.6% |
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