+928.6%
WDC vs MCD
+20.4%
+908.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +5.9% |
| 7D | +1.7% | -2.8% | +4.6% | +1.7% |
| 30D | -10.0% | -6.0% | -3.9% | -10.0% |
| 3M | -18.8% | -5.6% | -13.2% | -18.9% |
| 6M | +79.0% | -21.9% | +100.9% | +85.7% |
| YTD | +171.6% | -14.7% | +186.3% | +176.6% |
| 1Y | +417.4% | -17.3% | +434.6% | +429.9% |
| 3Y | +1,251.8% | -2.2% | +1,253.9% | +1,191.2% |
| All | +928.6% | +20.4% | +908.2% | +755.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling