+1,373.3%
MCD vs EFV
+258.8%
+1,114.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +1.5% | -4.3% | -3.5% |
| 30D | -6.0% | +1.7% | -7.8% | -6.8% |
| 3M | -5.6% | +8.6% | -14.2% | -9.3% |
| 6M | -21.9% | +11.7% | -33.5% | -26.0% |
| YTD | -14.7% | +19.3% | -34.0% | -21.7% |
| 1Y | -17.3% | +30.2% | -47.5% | -27.2% |
| 3Y | -2.2% | +91.6% | -93.7% | -28.6% |
| 5Y | +20.3% | +96.4% | -76.1% | -14.0% |
| 10Y | +180.7% | +166.5% | +14.2% | +72.2% |
| All | +1,373.3% | +258.8% | +1,114.4% | +566.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling