+855.4%
MU vs MCD
+10.9%
+844.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +4.8% |
| 7D | -22.0% | +7.1% | -29.1% | -18.4% |
| 30D | -36.6% | +19.8% | -56.3% | -29.2% |
| 3M | -21.7% | +0.8% | -22.5% | -20.3% |
| 6M | +3.5% | -1.3% | +4.9% | +6.6% |
| YTD | +141.9% | -7.8% | +149.7% | +146.0% |
| 1Y | +189.8% | -5.0% | +194.8% | +196.1% |
| 3Y | +855.4% | +10.5% | +844.8% | +934.1% |
| All | +855.4% | +10.9% | +844.5% | +934.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling