+6,609.6%
MCD vs MKC
+3,052.1%
+3,557.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +7.3% | -2.4% | +9.7% | +7.9% |
| 30D | +20.0% | +5.4% | +14.6% | +18.5% |
| 3M | +3.8% | -11.1% | +14.9% | +6.5% |
| 6M | +3.8% | -1.4% | +5.2% | +3.7% |
| YTD | -5.9% | -29.4% | +23.6% | +1.0% |
| 1Y | -3.2% | -24.7% | +21.5% | +2.3% |
| 3Y | +13.3% | -21.8% | +35.1% | +17.8% |
| 5Y | +25.2% | -36.0% | +61.3% | +34.9% |
| 10Y | +213.3% | +24.9% | +188.4% | +190.8% |
| All | +6,609.6% | +3,052.1% | +3,557.4% | +3,397.8% |
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