-1.5%
MCD vs MP
+154.2%
-155.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -2.8% | -2.9% | 0.0% | -2.8% |
| 30D | -6.0% | +13.8% | -19.8% | -6.1% |
| 3M | -5.6% | -16.7% | +11.1% | -5.4% |
| 6M | -21.9% | -11.5% | -10.4% | -21.9% |
| YTD | -14.7% | +7.9% | -22.6% | -15.2% |
| 1Y | -17.3% | -15.0% | -2.2% | -17.6% |
| All | -1.5% | +154.2% | -155.8% | -6.7% |
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 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