+1,483.4%
MCD vs EFV
+248.4%
+1,235.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | -1.0% | -0.9% | -1.5% |
| 30D | +16.6% | +3.1% | +13.5% | +15.0% |
| 3M | +0.9% | -1.2% | +2.2% | +1.6% |
| 6M | +1.5% | +5.6% | -4.2% | -1.2% |
| YTD | -8.3% | +15.8% | -24.1% | -14.7% |
| 1Y | -8.1% | +20.0% | -28.1% | -16.0% |
| 3Y | +10.3% | +91.0% | -80.6% | -19.3% |
| 5Y | +23.4% | +93.7% | -70.2% | -11.2% |
| 10Y | +205.9% | +160.9% | +45.0% | +89.7% |
| All | +1,483.4% | +248.4% | +1,235.0% | +626.1% |
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