+3,723.8%
MCD vs EME
+52,948.1%
-49,224.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | +0.7% |
| 7D | +5.9% | -4.4% | +10.3% | +6.4% |
| 30D | +19.6% | -17.3% | +36.9% | +22.7% |
| 3M | +3.3% | -20.0% | +23.3% | +6.2% |
| 6M | +3.5% | -29.1% | +32.6% | +7.7% |
| YTD | -6.1% | +6.9% | -13.1% | -9.1% |
| 1Y | -3.7% | +0.8% | -4.4% | -5.9% |
| 3Y | +13.4% | +214.4% | -201.0% | -11.7% |
| 5Y | +25.2% | +404.2% | -379.0% | -11.2% |
| 10Y | +211.3% | +941.9% | -730.7% | +89.7% |
| All | +3,723.8% | +52,948.1% | -49,224.3% | +1,488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling