+193.4%
MCD vs KMX
-2.3%
+195.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.6% | +3.4% | -5.0% | -2.2% |
| 30D | +14.1% | +6.8% | +7.3% | +12.9% |
| 3M | +0.6% | -11.4% | +12.0% | +2.3% |
| 6M | 0.0% | +43.6% | -43.5% | -6.6% |
| YTD | -9.3% | +37.7% | -47.0% | -15.6% |
| 1Y | -9.3% | +53.0% | -62.3% | -17.3% |
| 3Y | +8.6% | -16.3% | +24.9% | +5.9% |
| 5Y | +21.9% | -64.2% | +86.1% | +40.2% |
| All | +193.4% | -2.3% | +195.7% | +156.2% |
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