+19.4%
MCD vs MKSI
+90.4%
-71.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -2.9% | +6.6% | -9.5% | -2.9% |
| 30D | -6.7% | -8.2% | +1.5% | -6.7% |
| 3M | -9.6% | -16.4% | +6.9% | -9.7% |
| 6M | -22.3% | +23.0% | -45.3% | -23.5% |
| YTD | -15.4% | +68.2% | -83.6% | -17.9% |
| 1Y | -16.8% | +148.6% | -165.4% | -20.9% |
| 3Y | -2.4% | +196.0% | -198.4% | -10.3% |
| 5Y | +19.4% | +87.4% | -68.0% | +14.5% |
| All | +19.4% | +90.4% | -71.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling