-8.6%
MCD vs EAT
+84.8%
-93.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | -1.6% | -7.1% | +5.5% | -1.1% |
| 30D | +16.0% | -2.3% | +18.4% | +16.2% |
| 3M | 0.0% | -19.6% | +19.6% | +1.1% |
| 6M | +0.9% | +46.0% | -45.1% | -1.1% |
| YTD | -8.7% | +37.7% | -46.4% | -10.4% |
| 1Y | -8.6% | +73.8% | -82.3% | -10.0% |
| All | -8.6% | +84.8% | -93.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling