+106,206.6%
MU vs MCD
+6,068.4%
+100,138.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.8% |
| 7D | +9.0% | -2.8% | +11.8% | +10.3% |
| 30D | +13.8% | -6.0% | +19.8% | +16.7% |
| 3M | +2.1% | -5.6% | +7.7% | +3.0% |
| 6M | +153.8% | -21.9% | +175.7% | +177.0% |
| YTD | +256.4% | -14.7% | +271.1% | +272.9% |
| 1Y | +719.8% | -17.3% | +737.0% | +763.9% |
| 3Y | +1,360.4% | -2.2% | +1,362.5% | +1,289.3% |
| 5Y | +1,312.4% | +20.3% | +1,292.1% | +1,117.6% |
| 10Y | +6,142.6% | +180.7% | +5,961.9% | +3,545.8% |
| All | +106,206.6% | +6,068.4% | +100,138.3% | +13,172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling