+3,373.9%
MCD vs EME
+61,143.5%
-57,769.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.8% |
| 7D | -2.8% | +1.9% | -4.7% | -3.1% |
| 30D | -6.0% | -8.3% | +2.3% | -4.9% |
| 3M | -5.6% | -10.7% | +5.2% | -4.7% |
| 6M | -21.9% | +1.9% | -23.7% | -23.0% |
| YTD | -14.7% | +23.5% | -38.2% | -18.8% |
| 1Y | -17.3% | +18.0% | -35.2% | -21.2% |
| 3Y | -2.2% | +236.1% | -238.3% | -24.1% |
| 5Y | +20.3% | +527.9% | -507.6% | -17.3% |
| 10Y | +180.7% | +1,252.8% | -1,072.1% | +65.0% |
| All | +3,373.9% | +61,143.5% | -57,769.6% | +1,318.5% |
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