+6,434.3%
MCD vs KR
+5,345.4%
+1,088.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | +16.6% | +11.1% | +5.5% | +14.4% |
| 3M | +0.9% | +24.4% | -23.4% | -3.0% |
| 6M | +1.5% | +8.5% | -7.1% | -0.3% |
| YTD | -8.3% | +13.1% | -21.5% | -10.8% |
| 1Y | -8.1% | +9.3% | -17.4% | -10.1% |
| 3Y | +10.3% | +69.3% | -59.0% | -0.9% |
| 5Y | +23.4% | +83.2% | -59.8% | +8.0% |
| 10Y | +205.9% | +154.6% | +51.4% | +141.4% |
| All | +6,434.3% | +5,345.4% | +1,088.9% | +2,615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling