+167.9%
WMT vs MCD
+25.0%
+142.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | -1.6% | +5.9% | -7.5% | -3.8% |
| 30D | +12.9% | +19.6% | -6.8% | +5.3% |
| 3M | +12.6% | +3.3% | +9.4% | +11.0% |
| 6M | -3.4% | +3.5% | -6.9% | -5.1% |
| YTD | +13.5% | -6.1% | +19.6% | +15.9% |
| 1Y | +23.5% | -3.7% | +27.2% | +25.0% |
| 3Y | +137.3% | +13.4% | +124.0% | +124.5% |
| 5Y | +167.9% | +25.2% | +142.8% | +139.9% |
| All | +167.9% | +25.0% | +142.9% | +139.9% |
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