+6,592.2%
MCD vs EFX
+6,822.9%
-230.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | +5.9% | -2.2% | +8.1% | +6.5% |
| 30D | +19.6% | +29.2% | -9.5% | +13.0% |
| 3M | +3.3% | +3.5% | -0.2% | +2.2% |
| 6M | +3.5% | +7.8% | -4.3% | +1.1% |
| YTD | -6.1% | -12.4% | +6.3% | -4.8% |
| 1Y | -3.7% | -8.2% | +4.6% | -3.4% |
| 3Y | +13.4% | +4.7% | +8.7% | +8.1% |
| 5Y | +25.2% | -32.0% | +57.2% | +28.6% |
| 10Y | +211.3% | +69.1% | +142.2% | +153.1% |
| All | +6,592.2% | +6,822.9% | -230.7% | +2,514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling