+994.9%
MCD vs MKSI
+2,161.7%
-1,166.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.9% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | -6.0% | -16.8% | +10.8% | -4.6% |
| 3M | -5.6% | -21.1% | +15.5% | -4.6% |
| 6M | -21.9% | +10.8% | -32.7% | -23.9% |
| YTD | -14.7% | +63.3% | -78.0% | -20.3% |
| 1Y | -17.3% | +157.0% | -174.2% | -26.6% |
| 3Y | -2.2% | +163.7% | -165.9% | -16.2% |
| 5Y | +20.3% | +82.0% | -61.7% | +5.1% |
| 10Y | +180.7% | +467.2% | -286.5% | +111.0% |
| All | +994.9% | +2,161.7% | -1,166.9% | +535.6% |
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 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