+117,330.7%
KLAC vs MCD
+6,570.9%
+110,759.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | -12.3% | +7.1% | -19.4% | -15.1% |
| 30D | -29.6% | +19.8% | -49.4% | -35.3% |
| 3M | -28.2% | +0.8% | -29.0% | -29.1% |
| 6M | -23.6% | -1.3% | -22.3% | -24.7% |
| YTD | +14.4% | -7.8% | +22.2% | +15.8% |
| 1Y | +15.4% | -5.0% | +20.4% | +15.0% |
| 3Y | +184.3% | +10.5% | +173.8% | +158.2% |
| 5Y | +248.9% | +22.0% | +226.9% | +203.4% |
| 10Y | +2,076.9% | +216.7% | +1,860.3% | +1,148.1% |
| All | +117,330.7% | +6,570.9% | +110,759.8% | +22,092.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling