+252.2%
KLAC vs MCD
+21.9%
+230.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.8% |
| 7D | -12.3% | +7.1% | -19.4% | -13.1% |
| 30D | -29.6% | +19.8% | -49.4% | -31.4% |
| 3M | -28.2% | +0.8% | -29.0% | -28.1% |
| 6M | -23.6% | -1.3% | -22.3% | -23.3% |
| YTD | +14.4% | -7.8% | +22.2% | +17.2% |
| 1Y | +15.4% | -5.0% | +20.4% | +16.5% |
| 3Y | +184.3% | +10.5% | +173.8% | +155.8% |
| All | +252.2% | +21.9% | +230.2% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling