+180.0%
MCD vs EFV
+163.3%
+16.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | -2.0% | +1.0% | -3.0% | -2.6% |
| 30D | -6.1% | +0.2% | -6.3% | -6.2% |
| 3M | -7.3% | +9.6% | -16.9% | -12.3% |
| 6M | -20.9% | +14.0% | -35.0% | -27.2% |
| YTD | -14.7% | +18.5% | -33.1% | -23.3% |
| 1Y | -16.1% | +27.9% | -44.0% | -28.1% |
| 3Y | -1.5% | +92.4% | -93.9% | -35.4% |
| 5Y | +20.4% | +97.2% | -76.7% | -23.1% |
| 10Y | +180.0% | +163.0% | +17.0% | +42.5% |
| All | +180.0% | +163.3% | +16.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling