+193.4%
MCD vs ED
+147.1%
+46.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.6% | +2.1% | -3.7% | -2.4% |
| 30D | +14.1% | +10.4% | +3.7% | +10.0% |
| 3M | +0.6% | +12.5% | -11.9% | -3.7% |
| 6M | 0.0% | +14.9% | -14.9% | -5.0% |
| YTD | -9.3% | +24.8% | -34.1% | -16.5% |
| 1Y | -9.3% | +23.8% | -33.1% | -16.3% |
| 3Y | +8.6% | +51.6% | -43.0% | -7.4% |
| 5Y | +21.9% | +86.4% | -64.5% | -4.1% |
| All | +193.4% | +147.1% | +46.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling