+1.1%
MCHP vs MCD
-0.9%
+2.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | +1.7% | -2.8% | +4.5% | +1.9% |
| 30D | -4.1% | -6.0% | +1.9% | -3.6% |
| 3M | -22.5% | -5.6% | -16.9% | -22.4% |
| 6M | +7.3% | -21.9% | +29.1% | +13.2% |
| YTD | +18.4% | -14.7% | +33.1% | +21.7% |
| 1Y | +18.1% | -17.3% | +35.4% | +22.4% |
| All | +1.1% | -0.9% | +2.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling