+42,373.8%
MCHP vs MCD
+3,744.9%
+38,629.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +2.1% |
| 7D | +1.7% | -2.8% | +4.5% | +2.9% |
| 30D | -4.1% | -6.0% | +1.9% | -1.7% |
| 3M | -22.5% | -5.6% | -16.9% | -21.5% |
| 6M | +7.3% | -21.9% | +29.1% | +17.9% |
| YTD | +18.4% | -14.7% | +33.1% | +25.1% |
| 1Y | +18.1% | -17.3% | +35.4% | +26.3% |
| 3Y | -2.8% | -2.2% | -0.6% | -4.7% |
| 5Y | +5.5% | +20.3% | -14.8% | -5.2% |
| 10Y | +185.8% | +180.7% | +5.1% | +86.5% |
| All | +42,373.8% | +3,744.9% | +38,629.0% | +10,626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling