+5,979.9%
MCD vs EFX
+6,408.3%
-428.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.8% | -0.1% |
| 7D | -2.8% | -8.6% | +5.8% | -1.0% |
| 30D | -6.0% | +0.1% | -6.1% | -6.2% |
| 3M | -5.6% | +3.8% | -9.4% | -6.7% |
| 6M | -21.9% | -13.5% | -8.3% | -20.0% |
| YTD | -14.7% | -17.7% | +3.0% | -12.2% |
| 1Y | -17.3% | -25.6% | +8.3% | -13.2% |
| 3Y | -2.2% | -12.1% | +9.9% | -3.0% |
| 5Y | +20.3% | -33.8% | +54.1% | +24.3% |
| 10Y | +180.7% | +45.1% | +135.6% | +136.2% |
| All | +5,979.9% | +6,408.3% | -428.3% | +2,312.8% |
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