+211.3%
MCD vs ED
+132.0%
+79.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.9% | -0.1% | +6.0% | +6.0% |
| 30D | +19.6% | +11.6% | +8.1% | +14.9% |
| 3M | +3.3% | +10.5% | -7.3% | -0.5% |
| 6M | +3.5% | +13.2% | -9.7% | -1.2% |
| YTD | -6.1% | +22.1% | -28.2% | -12.9% |
| 1Y | -3.7% | +24.2% | -27.8% | -11.2% |
| 3Y | +13.4% | +46.9% | -33.6% | -2.2% |
| 5Y | +25.2% | +80.8% | -55.7% | -0.4% |
| 10Y | +211.3% | +134.3% | +77.0% | +129.4% |
| All | +211.3% | +132.0% | +79.2% | +129.4% |
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