+72.9%
MCD vs MP
+262.7%
-189.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.1% | +11.6% | +6.6% |
| 7D | +11.9% | -12.5% | +24.4% | +12.2% |
| 30D | +20.2% | -23.3% | +43.6% | +20.9% |
| 3M | +5.2% | -24.4% | +29.5% | +5.7% |
| 6M | 0.0% | -45.8% | +45.8% | +1.2% |
| YTD | -6.5% | -28.9% | +22.4% | -6.5% |
| 1Y | -3.9% | -34.6% | +30.7% | -3.8% |
| 3Y | +12.5% | +118.7% | -106.2% | +4.9% |
| 5Y | +24.2% | -3.1% | +27.3% | +18.2% |
| All | +72.9% | +262.7% | -189.9% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling