+68,550.7%
MU vs MCD
+6,607.5%
+61,943.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.8% | -16.7% | -17.1% |
| 7D | -29.7% | +8.0% | -37.8% | -32.3% |
| 30D | -37.2% | +19.6% | -56.8% | -42.3% |
| 3M | -26.5% | +2.2% | -28.7% | -27.9% |
| 6M | +2.6% | -1.1% | +3.7% | +0.4% |
| YTD | +130.1% | -7.2% | +137.4% | +130.5% |
| 1Y | +176.7% | -6.7% | +183.4% | +175.3% |
| 3Y | +813.1% | +11.6% | +801.5% | +713.6% |
| 5Y | +822.0% | +22.6% | +799.3% | +684.4% |
| 10Y | +3,936.2% | +218.4% | +3,717.8% | +2,115.3% |
| All | +68,550.7% | +6,607.5% | +61,943.1% | +8,103.7% |
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