+20.4%
MCD vs MKC
-33.2%
+53.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.0% | -4.3% | +2.3% | -1.0% |
| 30D | -6.1% | -2.0% | -4.1% | -5.7% |
| 3M | -7.3% | +10.0% | -17.3% | -9.5% |
| 6M | -20.9% | -18.5% | -2.4% | -17.3% |
| YTD | -14.7% | -22.4% | +7.8% | -9.9% |
| 1Y | -16.1% | -23.6% | +7.5% | -11.2% |
| 3Y | -1.5% | -30.4% | +28.9% | +6.1% |
| 5Y | +20.4% | -34.2% | +54.6% | +35.8% |
| All | +20.4% | -33.2% | +53.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling