+177.3%
MCD vs KEY
+168.7%
+8.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +2.2% | -5.0% | -3.2% |
| 30D | -6.0% | -3.0% | -3.0% | -5.5% |
| 3M | -5.6% | +3.3% | -8.9% | -6.2% |
| 6M | -21.9% | +9.2% | -31.0% | -23.3% |
| YTD | -14.7% | +10.6% | -25.3% | -16.6% |
| 1Y | -17.3% | +20.4% | -37.7% | -20.5% |
| 3Y | -2.2% | +121.8% | -124.0% | -19.1% |
| 5Y | +20.3% | +41.1% | -20.8% | +6.0% |
| All | +177.3% | +168.7% | +8.6% | +96.8% |
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