+2,409.3%
MCD vs EL
+1,850.3%
+559.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +7.3% | +7.6% | -0.4% | +5.8% |
| 30D | +20.0% | +15.7% | +4.3% | +16.5% |
| 3M | +3.8% | +30.5% | -26.7% | -1.9% |
| 6M | +3.8% | +32.5% | -28.8% | -2.7% |
| YTD | -5.9% | +9.4% | -15.3% | -9.4% |
| 1Y | -3.2% | +28.4% | -31.6% | -10.0% |
| 3Y | +13.3% | +4.4% | +8.8% | +4.7% |
| 5Y | +25.2% | -64.5% | +89.7% | +43.5% |
| 10Y | +213.3% | +64.9% | +148.5% | +151.0% |
| All | +2,409.3% | +1,850.3% | +559.0% | +1,064.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling