+8.6%
MCD vs EFX
+4.8%
+3.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.6% | -0.8% | -0.9% | -1.5% |
| 30D | +14.1% | +25.1% | -11.0% | +9.7% |
| 3M | +0.6% | +1.7% | -1.1% | 0.0% |
| 6M | 0.0% | +18.4% | -18.3% | -3.2% |
| YTD | -9.3% | -12.5% | +3.2% | -8.6% |
| 1Y | -9.3% | -8.1% | -1.2% | -9.4% |
| 3Y | +8.6% | +4.8% | +3.8% | +6.7% |
| All | +8.6% | +4.8% | +3.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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