+808.8%
MU vs MCD
+11.5%
+797.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.8% | -16.7% | -17.9% |
| 7D | -29.7% | +8.0% | -37.8% | -26.1% |
| 30D | -37.2% | +19.6% | -56.8% | -29.9% |
| 3M | -26.5% | +2.2% | -28.7% | -24.6% |
| 6M | +2.6% | -1.1% | +3.7% | +5.8% |
| YTD | +130.1% | -7.2% | +137.4% | +134.7% |
| 1Y | +176.7% | -6.7% | +183.4% | +182.7% |
| All | +808.8% | +11.5% | +797.3% | +886.8% |
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