-1.5%
MCD vs ED
+34.8%
-36.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -5.6% | +3.9% | -9.5% | -7.0% |
| 6M | -21.9% | -3.0% | -18.8% | -21.0% |
| YTD | -14.7% | +10.7% | -25.4% | -18.2% |
| 1Y | -17.3% | +13.3% | -30.6% | -21.5% |
| All | -1.5% | +34.8% | -36.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling