+180.0%
MCD vs EMR
+268.7%
-88.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -2.0% | +3.1% | -5.1% | -2.9% |
| 30D | -6.1% | -3.5% | -2.6% | -5.3% |
| 3M | -7.3% | +9.8% | -17.0% | -10.1% |
| 6M | -20.9% | +10.8% | -31.7% | -23.9% |
| YTD | -14.7% | +15.9% | -30.6% | -19.5% |
| 1Y | -16.1% | +16.4% | -32.5% | -21.3% |
| 3Y | -1.5% | +62.1% | -63.6% | -19.7% |
| 5Y | +20.4% | +62.9% | -42.5% | -3.7% |
| 10Y | +180.0% | +267.8% | -87.7% | +56.2% |
| All | +180.0% | +268.7% | -88.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EMR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling