+70.6%
MCD vs MP
+257.7%
-187.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.7% |
| 7D | +7.1% | -10.5% | +17.6% | +7.4% |
| 30D | +19.8% | -23.5% | +43.3% | +20.4% |
| 3M | +0.8% | -25.4% | +26.2% | +1.3% |
| 6M | -1.3% | -51.3% | +49.9% | +0.1% |
| YTD | -7.8% | -29.9% | +22.2% | -7.7% |
| 1Y | -5.0% | -31.8% | +26.9% | -5.0% |
| 3Y | +10.5% | +127.0% | -116.4% | +3.0% |
| 5Y | +22.0% | -3.3% | +25.3% | +16.0% |
| All | +70.6% | +257.7% | -187.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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