+211.3%
MCD vs KMX
+13.6%
+197.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.0% |
| 7D | +5.9% | -4.1% | +10.0% | +6.6% |
| 30D | +19.6% | +2.9% | +16.8% | +19.0% |
| 3M | +3.3% | -7.0% | +10.3% | +4.2% |
| 6M | +3.5% | +34.1% | -30.6% | -2.3% |
| YTD | -6.1% | +40.0% | -46.1% | -12.9% |
| 1Y | -3.7% | +67.2% | -70.9% | -13.6% |
| 3Y | +13.4% | -13.4% | +26.8% | +9.8% |
| 5Y | +25.2% | -65.1% | +90.2% | +45.2% |
| 10Y | +211.3% | +6.9% | +204.4% | +167.3% |
| All | +211.3% | +13.6% | +197.7% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling