+1,315.7%
MU vs MCD
+20.4%
+1,295.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.0% |
| 7D | +9.0% | -2.8% | +11.8% | +8.8% |
| 30D | +13.8% | -6.0% | +19.8% | +13.6% |
| 3M | +2.1% | -5.6% | +7.7% | +1.8% |
| 6M | +153.8% | -21.9% | +175.7% | +162.4% |
| YTD | +256.4% | -14.7% | +271.1% | +260.3% |
| 1Y | +719.8% | -17.3% | +737.0% | +734.0% |
| 3Y | +1,360.4% | -2.2% | +1,362.5% | +1,272.4% |
| All | +1,315.7% | +20.4% | +1,295.3% | +1,014.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling