+2,254.0%
MCD vs KMX
+368.0%
+1,886.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +7.1% | -7.4% | +14.5% | +8.0% |
| 30D | +19.8% | -3.4% | +23.1% | +20.2% |
| 3M | +0.8% | -11.3% | +12.1% | +2.0% |
| 6M | -1.3% | +30.6% | -31.9% | -4.7% |
| YTD | -7.8% | +33.2% | -41.0% | -11.6% |
| 1Y | -5.0% | +66.7% | -71.7% | -11.3% |
| 3Y | +10.5% | -22.1% | +32.6% | +10.0% |
| 5Y | +22.0% | -66.7% | +88.7% | +30.7% |
| 10Y | +216.7% | +1.9% | +214.7% | +194.8% |
| All | +2,254.0% | +368.0% | +1,886.0% | +1,640.8% |
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