+6.1%
MCHP vs MCD
+21.4%
-15.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.5% |
| 30D | -12.8% | -6.1% | -6.7% | -10.8% |
| 3M | -19.2% | -7.3% | -12.0% | -17.4% |
| 6M | +14.5% | -20.9% | +35.5% | +26.9% |
| YTD | +17.1% | -14.7% | +31.8% | +24.3% |
| 1Y | +15.3% | -16.1% | +31.4% | +23.3% |
| 3Y | +0.5% | -1.5% | +2.0% | -4.7% |
| 5Y | +6.1% | +20.4% | -14.4% | -15.5% |
| All | +6.1% | +21.4% | -15.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling