+211.3%
MCD vs EIX
+30.9%
+180.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +19.6% | +8.8% | +10.9% | +17.2% |
| 3M | +3.3% | -10.9% | +14.2% | +4.9% |
| 6M | +3.5% | -10.3% | +13.8% | +4.6% |
| YTD | -6.1% | +5.8% | -11.9% | -9.7% |
| 1Y | -3.7% | +11.4% | -15.0% | -8.7% |
| 3Y | +13.4% | +11.1% | +2.3% | +5.1% |
| 5Y | +25.2% | +18.5% | +6.7% | +11.9% |
| 10Y | +211.3% | +32.2% | +179.0% | +149.1% |
| All | +211.3% | +30.9% | +180.3% | +149.1% |
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