+1,256.8%
WDC vs MCD
-2.2%
+1,259.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +5.3% |
| 7D | +1.7% | -2.8% | +4.6% | +0.7% |
| 30D | -10.0% | -6.0% | -3.9% | -11.8% |
| 3M | -18.8% | -5.6% | -13.2% | -19.5% |
| 6M | +79.0% | -21.9% | +100.9% | +74.5% |
| YTD | +171.6% | -14.7% | +186.3% | +167.5% |
| 1Y | +417.4% | -17.3% | +434.6% | +410.8% |
| All | +1,256.8% | -2.2% | +1,259.0% | +1,249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling