+100.5%
WMT vs MCD
-1.1%
+101.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +0.1% | -2.0% | +2.2% | +0.8% |
| 30D | -5.0% | -6.1% | +1.2% | -2.9% |
| 3M | -11.3% | -7.3% | -4.0% | -9.1% |
| 6M | -13.8% | -20.9% | +7.1% | -7.0% |
| YTD | -4.2% | -14.7% | +10.5% | +1.1% |
| 1Y | +4.6% | -16.1% | +20.7% | +10.8% |
| 3Y | +100.5% | -1.5% | +102.0% | +112.0% |
| All | +100.5% | -1.1% | +101.6% | +112.0% |
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 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