+109.0%
KLAC vs MCD
-16.1%
+125.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.9% |
| 7D | +10.6% | -2.0% | +12.6% | +9.0% |
| 30D | -4.5% | -6.1% | +1.6% | -8.6% |
| 3M | -10.3% | -7.3% | -3.0% | -13.5% |
| 6M | +40.9% | -20.9% | +61.8% | +31.6% |
| YTD | +56.1% | -14.7% | +70.8% | +50.9% |
| 1Y | +109.0% | -16.1% | +125.1% | +99.6% |
| All | +109.0% | -16.1% | +125.1% | +99.6% |
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