+26.2%
KLAC vs MCD
-3.6%
+29.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | +0.4% |
| 7D | -5.7% | +11.9% | -17.5% | +2.0% |
| 30D | -27.6% | +20.2% | -47.8% | -17.5% |
| 3M | -23.3% | +5.2% | -28.4% | -20.1% |
| 6M | -12.4% | 0.0% | -12.4% | -9.5% |
| YTD | +23.7% | -6.5% | +30.2% | +29.2% |
| 1Y | +26.2% | -3.9% | +30.1% | +31.5% |
| All | +26.2% | -3.6% | +29.8% | +31.5% |
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