+137.7%
MCHP vs MCD
+204.7%
-67.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +4.5% |
| 7D | -17.5% | -1.9% | -15.6% | -16.5% |
| 30D | -15.8% | +16.6% | -32.5% | -23.6% |
| 3M | -22.9% | +0.9% | -23.8% | -23.9% |
| 6M | -36.6% | +1.5% | -38.0% | -38.6% |
| YTD | -0.8% | -8.3% | +7.5% | +2.4% |
| 1Y | +16.5% | -8.1% | +24.7% | +20.0% |
| 3Y | -13.6% | +10.3% | -23.9% | -24.4% |
| 5Y | -17.0% | +23.4% | -40.4% | -33.7% |
| 10Y | +137.7% | +205.9% | -68.3% | +20.5% |
| All | +137.7% | +204.7% | -67.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling