+544.2%
WMT vs MCD
+200.8%
+343.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.0% | -1.6% | +3.7% | +2.6% |
| 30D | +10.3% | +14.1% | -3.9% | +5.6% |
| 3M | +11.0% | +0.6% | +10.3% | +10.6% |
| 6M | -2.3% | 0.0% | -2.4% | -2.6% |
| YTD | +15.7% | -9.3% | +25.0% | +19.1% |
| 1Y | +26.0% | -9.3% | +35.3% | +29.7% |
| 3Y | +136.5% | +8.6% | +127.9% | +128.7% |
| 5Y | +176.8% | +21.9% | +154.9% | +157.1% |
| All | +544.2% | +200.8% | +343.5% | +411.6% |
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 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