-17.3%
MCD vs KEY
+21.3%
-38.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +2.2% | -5.0% | -2.9% |
| 30D | -6.0% | -3.0% | -3.0% | -5.9% |
| 3M | -5.6% | +3.3% | -8.9% | -5.7% |
| 6M | -21.9% | +9.2% | -31.0% | -22.1% |
| YTD | -14.7% | +10.6% | -25.4% | -15.5% |
| 1Y | -17.3% | +20.4% | -37.7% | -20.5% |
| All | -17.3% | +21.3% | -38.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling