+176.9%
MCD vs KR
+129.5%
+47.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -7.8% | +5.1% | -12.8% | -8.3% |
| 3M | -10.7% | -8.2% | -2.5% | -9.9% |
| 6M | -21.3% | -18.0% | -3.3% | -19.6% |
| YTD | -15.8% | -4.8% | -11.0% | -15.5% |
| 1Y | -16.0% | -11.0% | -5.0% | -15.2% |
| 3Y | -3.0% | +37.7% | -40.6% | -6.7% |
| 5Y | +18.6% | +52.8% | -34.2% | +12.5% |
| All | +176.9% | +129.5% | +47.4% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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