-3.5%
MCD vs MKC
-23.7%
+20.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +5.9% | -1.9% | +7.9% | +6.4% |
| 30D | +19.6% | +8.0% | +11.7% | +17.8% |
| 3M | +3.3% | -8.6% | +11.9% | +5.0% |
| 6M | +3.5% | +1.1% | +2.4% | +3.1% |
| YTD | -6.1% | -27.7% | +21.6% | -0.9% |
| All | -3.5% | -23.7% | +20.2% | +0.2% |
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