-17.3%
MCD vs MKC
-23.4%
+6.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.8% | -5.9% | +3.0% | -1.6% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -5.6% | +12.7% | -18.3% | -7.9% |
| 6M | -21.9% | -19.3% | -2.6% | -18.8% |
| YTD | -14.7% | -22.2% | +7.5% | -10.6% |
| 1Y | -17.3% | -23.3% | +6.1% | -13.3% |
| All | -17.3% | -23.4% | +6.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling