+195.2%
MCD vs ED
+143.7%
+51.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | +16.0% | +10.7% | +5.3% | +11.8% |
| 3M | 0.0% | +11.6% | -11.7% | -4.0% |
| 6M | +0.9% | +13.5% | -12.6% | -3.7% |
| YTD | -8.7% | +23.1% | -31.8% | -15.6% |
| 1Y | -8.6% | +23.1% | -31.6% | -15.4% |
| 3Y | +9.9% | +47.9% | -38.1% | -5.5% |
| 5Y | +22.6% | +83.9% | -61.2% | -3.0% |
| All | +195.2% | +143.7% | +51.5% | +114.9% |
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