+3,733.7%
MCD vs EME
+52,338.7%
-48,605.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +7.3% | -8.8% | +16.0% | +8.5% |
| 30D | +20.0% | -18.2% | +38.2% | +23.2% |
| 3M | +3.8% | -20.2% | +24.0% | +6.8% |
| 6M | +3.8% | -29.9% | +33.7% | +8.1% |
| YTD | -5.9% | +5.7% | -11.6% | -8.7% |
| 1Y | -3.2% | -1.5% | -1.8% | -5.2% |
| 3Y | +13.3% | +208.4% | -195.2% | -11.5% |
| 5Y | +25.2% | +401.9% | -376.7% | -11.1% |
| 10Y | +213.3% | +914.2% | -700.9% | +91.7% |
| All | +3,733.7% | +52,338.7% | -48,605.0% | +1,495.0% |
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 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