+465.0%
MCD vs KMI
+103.8%
+361.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.3% |
| 7D | +5.9% | -6.5% | +12.5% | +7.4% |
| 30D | +19.6% | -5.1% | +24.7% | +20.8% |
| 3M | +3.3% | 0.0% | +3.3% | +3.0% |
| 6M | +3.5% | -0.9% | +4.4% | +3.2% |
| YTD | -6.1% | +15.4% | -21.5% | -9.7% |
| 1Y | -3.7% | +19.5% | -23.1% | -8.1% |
| 3Y | +13.4% | +116.3% | -102.9% | -7.4% |
| 5Y | +25.2% | +136.6% | -111.4% | -1.0% |
| 10Y | +211.3% | +139.6% | +71.7% | +131.0% |
| All | +465.0% | +103.8% | +361.2% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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