-36.6%
MCHP vs MCD
+1.0%
-37.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +1.4% |
| 7D | -17.5% | -1.9% | -15.6% | -18.7% |
| 30D | -15.8% | +16.6% | -32.5% | -5.4% |
| 3M | -22.9% | +0.9% | -23.8% | -24.6% |
| 6M | -36.6% | +1.5% | -38.0% | -36.2% |
| All | -36.6% | +1.0% | -37.6% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling