+20.4%
MCD vs EME
+565.5%
-545.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -2.0% | +5.2% | -7.2% | -2.2% |
| 30D | -6.1% | -5.4% | -0.8% | -6.0% |
| 3M | -7.3% | -6.1% | -1.2% | -7.1% |
| 6M | -20.9% | +9.7% | -30.6% | -21.6% |
| YTD | -14.7% | +26.6% | -41.2% | -16.4% |
| 1Y | -16.1% | +24.6% | -40.7% | -18.1% |
| 3Y | -1.5% | +249.6% | -251.1% | -20.4% |
| 5Y | +20.4% | +556.6% | -536.1% | -19.7% |
| All | +20.4% | +565.5% | -545.1% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling