-3.5%
MCD vs EL
+30.3%
-33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.6% |
| 7D | +5.9% | +8.0% | -2.1% | +5.3% |
| 30D | +19.6% | +15.4% | +4.2% | +18.4% |
| 3M | +3.3% | +28.5% | -25.3% | +1.4% |
| 6M | +3.5% | +32.2% | -28.7% | +1.4% |
| YTD | -6.1% | +9.2% | -15.3% | -7.8% |
| All | -3.5% | +30.3% | -33.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling