+6,511.4%
MCD vs ED
+2,522.9%
+3,988.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +8.0% | +5.2% | +2.9% | +6.2% |
| 30D | +19.6% | +15.5% | +4.1% | +13.7% |
| 3M | +2.2% | +13.0% | -10.8% | -2.1% |
| 6M | -1.1% | +13.1% | -14.3% | -5.4% |
| YTD | -7.2% | +25.3% | -32.5% | -14.4% |
| 1Y | -6.7% | +30.5% | -37.2% | -15.2% |
| 3Y | +11.6% | +49.3% | -37.7% | -3.8% |
| 5Y | +22.6% | +84.6% | -61.9% | -2.5% |
| 10Y | +218.4% | +135.4% | +83.0% | +125.9% |
| All | +6,511.4% | +2,522.9% | +3,988.5% | +1,657.4% |
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 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