+177.5%
MCD vs EME
+1,301.6%
-1,124.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.5% | +0.9% | -3.5% | -2.7% |
| 30D | -7.0% | -8.4% | +1.3% | -5.9% |
| 3M | -9.8% | -3.6% | -6.2% | -10.0% |
| 6M | -21.8% | +3.6% | -25.3% | -23.2% |
| YTD | -15.6% | +22.5% | -38.1% | -20.0% |
| 1Y | -15.2% | +18.2% | -33.4% | -19.8% |
| 3Y | -2.6% | +238.4% | -240.9% | -31.2% |
| 5Y | +18.9% | +550.5% | -531.7% | -31.5% |
| All | +177.5% | +1,301.6% | -1,124.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling