+288.7%
MCD vs KWEB
+12.9%
+275.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -7.8% | +6.2% | -0.9% |
| 30D | +14.1% | -6.4% | +20.6% | +14.8% |
| 3M | +0.6% | -14.6% | +15.2% | +2.0% |
| 6M | 0.0% | -25.0% | +25.1% | +2.5% |
| YTD | -9.3% | -32.7% | +23.4% | -6.3% |
| 1Y | -9.3% | -37.3% | +28.0% | -5.7% |
| 3Y | +8.6% | -5.9% | +14.5% | +7.4% |
| 5Y | +21.9% | -47.1% | +69.0% | +26.0% |
| 10Y | +202.8% | -22.3% | +225.1% | +182.5% |
| All | +288.7% | +12.9% | +275.8% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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