+6,434.3%
MCD vs MKC
+3,067.0%
+3,367.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.9% | -7.0% | +5.1% | -0.3% |
| 30D | +16.6% | +4.1% | +12.5% | +15.6% |
| 3M | +0.9% | -10.3% | +11.3% | +3.3% |
| 6M | +1.5% | +1.7% | -0.2% | +0.8% |
| YTD | -8.3% | -29.1% | +20.8% | -1.8% |
| 1Y | -8.1% | -26.0% | +17.9% | -2.5% |
| 3Y | +10.3% | -21.5% | +31.8% | +14.6% |
| 5Y | +23.4% | -35.0% | +58.5% | +32.4% |
| 10Y | +205.9% | +25.6% | +180.3% | +183.6% |
| All | +6,434.3% | +3,067.0% | +3,367.4% | +3,302.8% |
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 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