+13.4%
MCD vs EFV
+91.1%
-77.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.7% |
| 7D | +5.9% | +1.7% | +4.2% | +5.2% |
| 30D | +19.6% | +3.4% | +16.2% | +18.2% |
| 3M | +3.3% | -1.7% | +4.9% | +3.9% |
| 6M | +3.5% | +6.4% | -2.9% | +1.0% |
| YTD | -6.1% | +16.3% | -22.4% | -11.6% |
| 1Y | -3.7% | +22.9% | -26.6% | -11.4% |
| 3Y | +13.4% | +92.8% | -79.5% | -10.9% |
| All | +13.4% | +91.1% | -77.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling