+1,362.4%
MU vs MCD
-2.2%
+1,364.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +5.3% |
| 7D | +9.0% | -2.8% | +11.8% | +7.4% |
| 30D | +13.8% | -6.0% | +19.8% | +10.4% |
| 3M | +2.1% | -5.6% | +7.7% | +0.4% |
| 6M | +153.8% | -21.9% | +175.7% | +141.4% |
| YTD | +256.4% | -14.7% | +271.1% | +244.2% |
| 1Y | +719.8% | -17.3% | +737.0% | +692.0% |
| All | +1,362.4% | -2.2% | +1,364.6% | +1,398.2% |
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