+129,625.7%
KLAC vs MCD
+6,707.2%
+122,918.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -2.1% | +7.3% | -9.3% | -5.1% |
| 30D | -21.8% | +20.0% | -41.7% | -28.0% |
| 3M | -20.5% | +3.8% | -24.4% | -22.4% |
| 6M | -18.0% | +3.8% | -21.7% | -20.8% |
| YTD | +26.4% | -5.9% | +32.2% | +26.9% |
| 1Y | +26.3% | -3.2% | +29.5% | +24.9% |
| 3Y | +193.3% | +13.3% | +180.0% | +163.7% |
| 5Y | +297.2% | +25.2% | +272.0% | +241.6% |
| 10Y | +2,288.0% | +213.3% | +2,074.6% | +1,275.5% |
| All | +129,625.7% | +6,707.2% | +122,918.5% | +24,216.6% |
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 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