+19.1%
MCD vs EFV
+94.7%
-75.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -9.6% | +8.4% | -18.0% | -12.5% |
| 6M | -22.3% | +12.3% | -34.6% | -26.0% |
| YTD | -15.4% | +17.4% | -32.8% | -21.0% |
| 1Y | -16.8% | +27.1% | -43.9% | -24.9% |
| 3Y | -2.4% | +90.7% | -93.1% | -26.1% |
| All | +19.1% | +94.7% | -75.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling