+5,979.9%
MCD vs MKC
+3,376.8%
+2,603.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.8% | -5.9% | +3.0% | -1.5% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -5.6% | +12.7% | -18.3% | -8.3% |
| 6M | -21.9% | -19.3% | -2.6% | -18.4% |
| YTD | -14.7% | -22.2% | +7.5% | -10.4% |
| 1Y | -17.3% | -23.3% | +6.1% | -12.9% |
| 3Y | -2.2% | -30.0% | +27.8% | +4.2% |
| 5Y | +20.3% | -33.8% | +54.1% | +28.6% |
| 10Y | +180.7% | +24.4% | +156.3% | +160.1% |
| All | +5,979.9% | +3,376.8% | +2,603.2% | +3,003.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling