+433.7%
WMT vs MCD
+178.8%
+254.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.2% | -2.9% | +2.6% | +0.7% |
| 30D | -5.8% | -6.7% | +0.9% | -3.7% |
| 3M | -10.8% | -9.6% | -1.2% | -7.9% |
| 6M | -14.3% | -22.3% | +8.0% | -7.3% |
| YTD | -4.4% | -15.4% | +11.0% | +0.8% |
| 1Y | +4.3% | -16.8% | +21.1% | +10.5% |
| 3Y | +100.1% | -2.4% | +102.5% | +100.4% |
| 5Y | +130.8% | +19.4% | +111.5% | +116.5% |
| 10Y | +433.7% | +181.3% | +252.4% | +333.0% |
| All | +433.7% | +178.8% | +254.9% | +333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling