+71.5%
MCD vs MP
+240.8%
-169.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -0.7% |
| 7D | +8.0% | -19.0% | +27.0% | +8.5% |
| 30D | +19.6% | -30.5% | +50.1% | +20.5% |
| 3M | +2.2% | -29.6% | +31.8% | +2.9% |
| 6M | -1.1% | -50.4% | +49.3% | +0.2% |
| YTD | -7.2% | -33.2% | +26.0% | -7.1% |
| 1Y | -6.7% | -38.6% | +31.9% | -6.4% |
| 3Y | +11.6% | +105.5% | -93.9% | +4.3% |
| 5Y | +22.6% | -7.8% | +30.5% | +16.8% |
| All | +71.5% | +240.8% | -169.3% | +46.6% |
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