+211.3%
MCD vs KEY
+121.9%
+89.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.3% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | +19.6% | +7.2% | +12.4% | +18.1% |
| 3M | +3.3% | -4.9% | +8.2% | +4.2% |
| 6M | +3.5% | +1.1% | +2.4% | +3.1% |
| YTD | -6.1% | +6.8% | -12.9% | -7.6% |
| 1Y | -3.7% | +23.3% | -27.0% | -7.8% |
| 3Y | +13.4% | +126.1% | -112.7% | -6.6% |
| 5Y | +25.2% | +15.2% | +10.0% | +16.1% |
| 10Y | +211.3% | +113.6% | +97.7% | +131.6% |
| All | +211.3% | +121.9% | +89.4% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling