+181.3%
MCD vs MKC
+26.7%
+154.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | -4.3% | +1.4% | -1.6% |
| 30D | -6.7% | -3.1% | -3.6% | -5.9% |
| 3M | -9.6% | +6.8% | -16.4% | -11.6% |
| 6M | -22.3% | -18.3% | -4.0% | -17.8% |
| YTD | -15.4% | -23.1% | +7.6% | -9.2% |
| 1Y | -16.8% | -23.7% | +6.9% | -10.6% |
| 3Y | -2.4% | -31.0% | +28.6% | +7.0% |
| 5Y | +19.4% | -33.5% | +52.9% | +30.2% |
| 10Y | +181.3% | +30.3% | +151.0% | +159.7% |
| All | +181.3% | +26.7% | +154.6% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling