-1.5%
MCD vs EAT
+611.4%
-613.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | +1.9% | -7.9% | -6.2% |
| 3M | -5.6% | +68.7% | -74.2% | -8.5% |
| 6M | -21.9% | +66.9% | -88.7% | -24.4% |
| YTD | -14.7% | +60.4% | -75.1% | -17.4% |
| 1Y | -17.3% | +44.0% | -61.3% | -19.4% |
| All | -1.5% | +611.4% | -613.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling