+189.8%
MU vs MCD
-3.5%
+193.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +8.5% |
| 7D | -12.0% | +5.9% | -18.0% | -4.9% |
| 30D | -28.7% | +19.6% | -48.4% | -9.1% |
| 3M | -16.4% | +3.3% | -19.7% | -12.9% |
| 6M | -1.8% | +3.5% | -5.3% | +6.1% |
| YTD | +157.1% | -6.1% | +163.2% | +169.3% |
| All | +189.8% | -3.5% | +193.2% | +214.1% |
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