+10,587.9%
WMT vs MCD
+6,529.4%
+4,058.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.0% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +11.1% | +16.6% | -5.5% | +5.4% |
| 3M | +11.2% | +0.9% | +10.3% | +10.7% |
| 6M | -1.3% | +1.5% | -2.7% | -2.0% |
| YTD | +13.5% | -8.3% | +21.8% | +16.7% |
| 1Y | +22.5% | -8.1% | +30.6% | +25.8% |
| 3Y | +134.1% | +10.3% | +123.8% | +123.7% |
| 5Y | +170.3% | +23.4% | +146.8% | +147.3% |
| 10Y | +525.5% | +205.9% | +319.6% | +303.8% |
| All | +10,587.9% | +6,529.4% | +4,058.5% | +1,775.8% |
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