-8.6%
MCD vs KEY
+22.3%
-30.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | +16.0% | +7.1% | +8.9% | +15.1% |
| 3M | 0.0% | -5.9% | +5.9% | +0.1% |
| 6M | +0.9% | +2.2% | -1.2% | +0.6% |
| YTD | -8.7% | +6.4% | -15.1% | -10.8% |
| 1Y | -8.6% | +24.8% | -33.3% | -15.2% |
| All | -8.6% | +22.3% | -30.8% | -15.2% |
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