-5.0%
MCD vs KEY
+24.1%
-29.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.1% | -1.3% | +8.4% | +7.4% |
| 30D | +19.8% | +5.1% | +14.6% | +19.2% |
| 3M | +0.8% | -7.1% | +7.9% | +1.3% |
| 6M | -1.3% | -4.4% | +3.1% | -1.0% |
| YTD | -7.8% | +4.0% | -11.8% | -9.3% |
| 1Y | -5.0% | +23.4% | -28.4% | -10.9% |
| All | -5.0% | +24.1% | -29.1% | -10.9% |
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