+7.0%
WMT vs MCD
-17.5%
+24.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +3.9% | -2.8% | +6.8% | +5.3% |
| 30D | -4.4% | -6.0% | +1.6% | -1.6% |
| 3M | -8.8% | -5.6% | -3.2% | -6.5% |
| 6M | -15.6% | -21.9% | +6.2% | -3.8% |
| YTD | -3.2% | -14.7% | +11.5% | +6.1% |
| 1Y | +7.0% | -17.3% | +24.3% | +19.2% |
| All | +7.0% | -17.5% | +24.5% | +19.2% |
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