+113.7%
KLAC vs MCD
-17.5%
+131.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +6.1% |
| 7D | +5.7% | -2.8% | +8.6% | +3.5% |
| 30D | -3.6% | -6.0% | +2.4% | -7.7% |
| 3M | -12.8% | -5.6% | -7.2% | -15.3% |
| 6M | +26.1% | -21.9% | +47.9% | +16.9% |
| YTD | +53.3% | -14.7% | +68.0% | +48.0% |
| 1Y | +113.7% | -17.3% | +130.9% | +103.6% |
| All | +113.7% | -17.5% | +131.2% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling