+1,064.6%
MCD vs MKSI
+1,773.7%
-709.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -1.6% | +12.2% | -13.8% | -2.7% |
| 30D | +14.1% | -8.0% | +22.2% | +14.6% |
| 3M | +0.6% | -29.5% | +30.1% | +3.2% |
| 6M | 0.0% | -31.9% | +31.9% | +1.8% |
| YTD | -9.3% | +35.3% | -44.6% | -14.2% |
| 1Y | -9.3% | +50.3% | -59.6% | -15.2% |
| 3Y | +8.6% | +216.4% | -207.8% | -9.5% |
| 5Y | +21.9% | +34.4% | -12.5% | +9.2% |
| 10Y | +202.8% | +348.6% | -145.8% | +131.4% |
| All | +1,064.6% | +1,773.7% | -709.1% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling