+10,587.0%
WMT vs MCD
+6,689.6%
+3,897.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -1.6% | +5.9% | -7.5% | -3.6% |
| 30D | +12.9% | +19.6% | -6.8% | +6.0% |
| 3M | +12.6% | +3.3% | +9.4% | +11.3% |
| 6M | -3.4% | +3.5% | -6.9% | -4.8% |
| YTD | +13.5% | -6.1% | +19.6% | +15.7% |
| 1Y | +23.5% | -3.7% | +27.2% | +24.8% |
| 3Y | +137.3% | +13.4% | +124.0% | +124.7% |
| 5Y | +167.9% | +25.2% | +142.8% | +144.0% |
| 10Y | +526.6% | +211.3% | +315.3% | +302.1% |
| All | +10,587.0% | +6,689.6% | +3,897.5% | +1,760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling