+213.3%
MCD vs EIX
+33.0%
+180.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +1.0% | +6.3% | +7.0% |
| 30D | +20.0% | +8.9% | +11.1% | +17.4% |
| 3M | +3.8% | -9.8% | +13.6% | +5.1% |
| 6M | +3.8% | -10.2% | +14.0% | +4.9% |
| YTD | -5.9% | +5.9% | -11.8% | -9.5% |
| 1Y | -3.2% | +10.9% | -14.1% | -8.2% |
| 3Y | +13.3% | +10.2% | +3.1% | +5.3% |
| 5Y | +25.2% | +17.0% | +8.2% | +12.5% |
| 10Y | +213.3% | +35.1% | +178.3% | +150.3% |
| All | +213.3% | +33.0% | +180.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling