-16.1%
MCHP vs MCD
+13.5%
-29.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -22.6% | +7.3% | -29.8% | -22.8% |
| 30D | -20.1% | +20.0% | -40.1% | -20.9% |
| 3M | -25.4% | +3.8% | -29.2% | -25.4% |
| 6M | -38.4% | +3.8% | -42.2% | -38.6% |
| YTD | -3.7% | -5.9% | +2.2% | -1.5% |
| 1Y | +11.7% | -3.2% | +15.0% | +13.4% |
| 3Y | -16.1% | +13.3% | -29.4% | -18.8% |
| All | -16.1% | +13.5% | -29.6% | -18.8% |
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