+177.5%
MCD vs MKSI
+511.3%
-333.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -2.5% | +4.9% | -7.4% | -3.0% |
| 30D | -7.0% | -11.0% | +3.9% | -6.2% |
| 3M | -9.8% | -17.1% | +7.3% | -9.3% |
| 6M | -21.8% | +16.4% | -38.2% | -24.6% |
| YTD | -15.6% | +64.3% | -79.9% | -22.0% |
| 1Y | -15.2% | +137.7% | -152.9% | -25.6% |
| 3Y | -2.6% | +189.1% | -191.7% | -20.5% |
| 5Y | +18.9% | +83.1% | -64.3% | +2.1% |
| All | +177.5% | +511.3% | -333.8% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling