+2,076.7%
MCD vs KMX
+475.4%
+1,601.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.6% |
| 7D | -2.8% | +1.9% | -4.7% | -3.0% |
| 30D | -6.0% | +11.7% | -17.7% | -7.2% |
| 3M | -5.6% | +34.9% | -40.5% | -8.9% |
| 6M | -21.9% | +50.3% | -72.1% | -25.8% |
| YTD | -14.7% | +63.8% | -78.5% | -20.0% |
| 1Y | -17.3% | +3.8% | -21.1% | -19.0% |
| 3Y | -2.2% | -24.3% | +22.1% | -2.4% |
| 5Y | +20.3% | -50.2% | +70.5% | +23.2% |
| 10Y | +180.7% | +5.4% | +175.3% | +159.9% |
| All | +2,076.7% | +475.4% | +1,601.3% | +1,475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling