+288.8%
KLAC vs MCD
-1.1%
+289.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +10.6% | -2.0% | +12.6% | +10.1% |
| 30D | -4.5% | -6.1% | +1.6% | -5.8% |
| 3M | -10.3% | -7.3% | -3.0% | -11.2% |
| 6M | +40.9% | -20.9% | +61.8% | +39.2% |
| YTD | +56.1% | -14.7% | +70.8% | +54.6% |
| 1Y | +109.0% | -16.1% | +125.1% | +107.2% |
| 3Y | +288.8% | -1.5% | +290.3% | +318.6% |
| All | +288.8% | -1.1% | +289.9% | +318.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling