+6,475.2%
MCD vs EIX
+1,158.5%
+5,316.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.1% |
| 7D | +7.1% | +1.0% | +6.1% | +7.0% |
| 30D | +19.8% | +9.1% | +10.7% | +17.8% |
| 3M | +0.8% | -10.2% | +11.0% | +1.9% |
| 6M | -1.3% | -11.2% | +9.9% | -0.2% |
| YTD | -7.8% | +4.5% | -12.2% | -9.8% |
| 1Y | -5.0% | +10.9% | -15.8% | -8.2% |
| 3Y | +10.5% | +8.4% | +2.1% | +5.9% |
| 5Y | +22.0% | +18.0% | +4.0% | +14.1% |
| 10Y | +216.7% | +30.3% | +186.4% | +183.1% |
| All | +6,475.2% | +1,158.5% | +5,316.7% | +2,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling