+6,475.2%
MCD vs ED
+2,460.7%
+4,014.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.3% |
| 7D | +7.1% | +1.6% | +5.5% | +6.6% |
| 30D | +19.8% | +13.3% | +6.5% | +14.7% |
| 3M | +0.8% | +9.7% | -8.9% | -2.4% |
| 6M | -1.3% | +12.8% | -14.1% | -5.4% |
| YTD | -7.8% | +22.3% | -30.1% | -14.2% |
| 1Y | -5.0% | +26.3% | -31.2% | -12.6% |
| 3Y | +10.5% | +45.0% | -34.5% | -3.7% |
| 5Y | +22.0% | +80.2% | -58.2% | -2.2% |
| 10Y | +216.7% | +129.9% | +86.8% | +126.5% |
| All | +6,475.2% | +2,460.7% | +4,014.5% | +1,662.5% |
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