+2,173.8%
MCD vs EL
+1,685.7%
+488.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -6.0% | +19.8% | -25.9% | -9.6% |
| 3M | -5.6% | +25.7% | -31.3% | -10.1% |
| 6M | -21.9% | +5.4% | -27.3% | -23.6% |
| YTD | -14.7% | +0.2% | -14.9% | -16.4% |
| 1Y | -17.3% | +20.4% | -37.7% | -22.3% |
| 3Y | -2.2% | -32.1% | +30.0% | -1.2% |
| 5Y | +20.3% | -67.2% | +87.5% | +39.9% |
| 10Y | +180.7% | +31.7% | +149.0% | +135.5% |
| All | +2,173.8% | +1,685.7% | +488.1% | +975.1% |
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