+16.5%
MCHP vs MCD
-6.3%
+22.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +2.3% |
| 7D | -17.5% | -1.9% | -15.6% | -18.0% |
| 30D | -15.8% | +16.6% | -32.5% | -11.9% |
| 3M | -22.9% | +0.9% | -23.8% | -22.5% |
| 6M | -36.6% | +1.5% | -38.0% | -36.2% |
| YTD | -0.8% | -8.3% | +7.5% | +2.0% |
| 1Y | +16.5% | -8.1% | +24.7% | +18.1% |
| All | +16.5% | -6.3% | +22.8% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling