+13.4%
MCD vs MKC
-20.6%
+33.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +5.9% | -1.9% | +7.9% | +6.5% |
| 30D | +19.6% | +8.0% | +11.7% | +17.5% |
| 3M | +3.3% | -8.6% | +11.9% | +5.3% |
| 6M | +3.5% | +1.1% | +2.4% | +2.9% |
| YTD | -6.1% | -27.7% | +21.6% | +0.6% |
| 1Y | -3.7% | -23.7% | +20.1% | +1.8% |
| 3Y | +13.4% | -19.4% | +32.8% | +19.5% |
| All | +13.4% | -20.6% | +33.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling