+136.1%
MCHP vs MCD
+202.6%
-66.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -4.3% | -1.6% | -2.7% | -3.4% |
| 30D | -16.3% | +16.0% | -32.3% | -23.8% |
| 3M | -21.4% | 0.0% | -21.3% | -22.0% |
| 6M | -35.8% | +0.9% | -36.7% | -37.6% |
| YTD | -0.9% | -8.7% | +7.8% | +2.5% |
| 1Y | +14.5% | -8.6% | +23.1% | +18.3% |
| 3Y | -13.7% | +9.9% | -23.5% | -24.3% |
| 5Y | -16.9% | +22.6% | -39.6% | -33.4% |
| All | +136.1% | +202.6% | -66.5% | +15.4% |
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