+25.2%
MCD vs KDP
+19.7%
+5.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | +7.3% | +8.2% | -0.9% | +4.7% |
| 30D | +20.0% | +18.4% | +1.6% | +14.1% |
| 3M | +3.8% | +29.2% | -25.4% | -3.9% |
| 6M | +3.8% | +32.3% | -28.5% | -5.0% |
| YTD | -5.9% | +38.5% | -44.3% | -15.3% |
| 1Y | -3.2% | +48.5% | -51.7% | -14.9% |
| 3Y | +13.3% | +32.5% | -19.2% | +1.3% |
| 5Y | +25.2% | +19.7% | +5.6% | +15.3% |
| All | +25.2% | +19.7% | +5.6% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling