-8.1%
MCD vs ED
+24.8%
-33.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | +16.6% | +11.2% | +5.4% | +11.0% |
| 3M | +0.9% | +11.8% | -10.8% | -4.2% |
| 6M | +1.5% | +14.1% | -12.6% | -4.6% |
| YTD | -8.3% | +23.0% | -31.3% | -16.4% |
| 1Y | -8.1% | +23.7% | -31.8% | -16.7% |
| All | -8.1% | +24.8% | -33.0% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling