+6,511.4%
MCD vs KEY
+987.2%
+5,524.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.3% |
| 7D | +8.0% | -2.5% | +10.5% | +8.5% |
| 30D | +19.6% | +4.1% | +15.5% | +18.8% |
| 3M | +2.2% | -8.4% | +10.6% | +3.6% |
| 6M | -1.1% | -2.3% | +1.1% | -0.9% |
| YTD | -7.2% | +4.6% | -11.8% | -8.2% |
| 1Y | -6.7% | +24.6% | -31.3% | -10.4% |
| 3Y | +11.6% | +112.8% | -101.2% | -4.0% |
| 5Y | +22.6% | +12.9% | +9.7% | +13.7% |
| 10Y | +218.4% | +126.7% | +91.7% | +148.4% |
| All | +6,511.4% | +987.2% | +5,524.1% | +2,582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling