-3.2%
MCD vs ED
+25.7%
-28.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +7.3% | +2.1% | +5.2% | +6.1% |
| 30D | +20.0% | +12.4% | +7.5% | +13.4% |
| 3M | +3.8% | +13.1% | -9.3% | -2.2% |
| 6M | +3.8% | +14.1% | -10.3% | -2.6% |
| YTD | -5.9% | +23.1% | -28.9% | -14.7% |
| 1Y | -3.2% | +25.4% | -28.7% | -13.3% |
| All | -3.2% | +25.7% | -28.9% | -13.3% |
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