+11.2%
MCD vs KEY
+107.3%
-96.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.6% |
| 7D | +8.0% | -2.5% | +10.5% | +8.2% |
| 30D | +19.6% | +4.1% | +15.5% | +19.4% |
| 3M | +2.2% | -8.4% | +10.6% | +2.6% |
| 6M | -1.1% | -2.3% | +1.1% | -1.1% |
| YTD | -7.2% | +4.6% | -11.8% | -7.5% |
| 1Y | -6.7% | +24.6% | -31.3% | -7.8% |
| All | +11.2% | +107.3% | -96.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling