+10.5%
MCD vs EL
+3.8%
+6.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.7% |
| 7D | +7.1% | +0.8% | +6.4% | +7.1% |
| 30D | +19.8% | +16.5% | +3.2% | +18.7% |
| 3M | +0.8% | +29.2% | -28.4% | -0.7% |
| 6M | -1.3% | +27.9% | -29.2% | -2.8% |
| YTD | -7.8% | +6.2% | -13.9% | -8.7% |
| 1Y | -5.0% | +27.2% | -32.1% | -6.8% |
| 3Y | +10.5% | +3.2% | +7.3% | +8.8% |
| All | +10.5% | +3.8% | +6.8% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling