-15.2%
MCD vs MKSI
+143.3%
-158.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.4% |
| 7D | -2.5% | +4.9% | -7.4% | -2.1% |
| 30D | -7.0% | -11.0% | +3.9% | -7.9% |
| 3M | -9.8% | -17.1% | +7.3% | -11.3% |
| 6M | -21.8% | +16.4% | -38.2% | -21.4% |
| YTD | -15.6% | +64.3% | -79.9% | -12.3% |
| 1Y | -15.2% | +137.7% | -152.9% | -9.6% |
| All | -15.2% | +143.3% | -158.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling