+6,475.2%
MCD vs EAT
+10,438.3%
-3,963.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | +7.1% | -2.6% | +9.8% | +7.6% |
| 30D | +19.8% | +11.5% | +8.3% | +17.4% |
| 3M | +0.8% | -9.1% | +9.9% | +1.9% |
| 6M | -1.3% | +40.4% | -41.7% | -7.6% |
| YTD | -7.8% | +43.9% | -51.7% | -14.6% |
| 1Y | -5.0% | +101.9% | -106.9% | -17.1% |
| 3Y | +10.5% | +489.9% | -479.3% | -23.0% |
| 5Y | +22.0% | +362.6% | -340.7% | -15.1% |
| 10Y | +216.7% | +385.7% | -169.0% | +87.1% |
| All | +6,475.2% | +10,438.3% | -3,963.0% | +1,576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling