+20.8%
MCD vs EAT
+363.9%
-343.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | -4.0% | +2.3% | -1.3% |
| 30D | +14.1% | -2.9% | +17.0% | +14.3% |
| 3M | +0.6% | -16.9% | +17.5% | +1.9% |
| 6M | 0.0% | +57.0% | -56.9% | -3.9% |
| YTD | -9.3% | +38.2% | -47.5% | -12.3% |
| 1Y | -9.3% | +69.3% | -78.6% | -13.8% |
| 3Y | +8.6% | +483.0% | -474.4% | -11.8% |
| All | +20.8% | +363.9% | -343.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling