+57.8%
MCD vs MP
+459.3%
-401.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -2.0% | +3.0% | -5.1% | -2.1% |
| 30D | -6.1% | +8.3% | -14.5% | -6.3% |
| 3M | -7.3% | -3.8% | -3.4% | -7.3% |
| 6M | -20.9% | -4.9% | -16.0% | -21.1% |
| YTD | -14.7% | +9.6% | -24.3% | -15.4% |
| 1Y | -16.1% | -11.7% | -4.4% | -16.6% |
| 3Y | -1.5% | +158.5% | -160.0% | -8.0% |
| 5Y | +20.4% | +68.9% | -48.5% | +13.0% |
| All | +57.8% | +459.3% | -401.5% | +33.5% |
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