+1,638.6%
MCD vs EBAY
+12,398.7%
-10,760.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -2.8% | -2.1% | -0.7% | -2.6% |
| 30D | -6.0% | -6.7% | +0.7% | -5.4% |
| 3M | -5.6% | -5.0% | -0.6% | -5.2% |
| 6M | -21.9% | +14.6% | -36.5% | -23.0% |
| YTD | -14.7% | +19.8% | -34.5% | -16.4% |
| 1Y | -17.3% | +12.6% | -29.8% | -18.6% |
| 3Y | -2.2% | +141.0% | -143.1% | -10.8% |
| 5Y | +20.3% | +47.5% | -27.3% | +13.6% |
| 10Y | +180.7% | +263.3% | -82.6% | +142.2% |
| All | +1,638.6% | +12,398.7% | -10,760.1% | +1,163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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