+265.1%
MU vs MCD
-3.6%
+268.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.5% | -13.5% | +1.1% |
| 7D | -19.1% | +11.9% | -31.0% | -6.2% |
| 30D | -25.2% | +20.2% | -45.5% | -5.0% |
| 3M | -10.9% | +5.2% | -16.1% | -4.3% |
| 6M | +38.0% | 0.0% | +38.0% | +45.7% |
| YTD | +178.8% | -6.5% | +185.3% | +191.7% |
| 1Y | +265.1% | -3.9% | +269.1% | +285.4% |
| All | +265.1% | -3.6% | +268.8% | +285.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling