+11.2%
MCD vs MP
+104.2%
-93.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -0.8% |
| 7D | +8.0% | -19.0% | +27.0% | +8.1% |
| 30D | +19.6% | -30.5% | +50.1% | +19.8% |
| 3M | +2.2% | -29.6% | +31.8% | +2.3% |
| 6M | -1.1% | -50.4% | +49.3% | -0.8% |
| YTD | -7.2% | -33.2% | +26.0% | -7.5% |
| 1Y | -6.7% | -38.6% | +31.9% | -6.9% |
| All | +11.2% | +104.2% | -93.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling