+211.3%
MCD vs KDP
+235.7%
-24.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.5% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +19.6% | +16.3% | +3.3% | +14.2% |
| 3M | +3.3% | +24.0% | -20.7% | -3.5% |
| 6M | +3.5% | +30.0% | -26.5% | -5.0% |
| YTD | -6.1% | +36.1% | -42.2% | -15.4% |
| 1Y | -3.7% | +46.8% | -50.5% | -15.3% |
| 3Y | +13.4% | +30.5% | -17.1% | +2.1% |
| 5Y | +25.2% | +17.9% | +7.3% | +15.9% |
| 10Y | +211.3% | +239.3% | -28.0% | +143.1% |
| All | +211.3% | +235.7% | -24.5% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling