+5,979.9%
MCD vs ED
+2,217.3%
+3,762.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 6M | -21.9% | -3.0% | -18.8% | -21.1% |
| YTD | -14.7% | +10.7% | -25.4% | -17.8% |
| 1Y | -17.3% | +13.3% | -30.6% | -21.0% |
| 3Y | -2.2% | +34.5% | -36.6% | -12.6% |
| 5Y | +20.3% | +67.1% | -46.9% | -1.1% |
| 10Y | +180.7% | +103.0% | +77.7% | +109.5% |
| All | +5,979.9% | +2,217.3% | +3,762.6% | +1,587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling