+228.8%
MU vs MCD
-9.2%
+238.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -3.3% |
| 7D | +12.8% | -1.6% | +14.4% | +10.5% |
| 30D | -14.9% | +14.1% | -29.0% | +2.1% |
| 3M | -18.0% | +0.6% | -18.7% | -17.0% |
| 6M | -3.1% | 0.0% | -3.1% | +0.5% |
| YTD | +172.9% | -9.3% | +182.2% | +175.2% |
| 1Y | +228.8% | -9.3% | +238.1% | +234.6% |
| All | +228.8% | -9.2% | +238.1% | +234.6% |
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