+211.3%
MCD vs EMR
+319.4%
-108.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.6% |
| 7D | +5.9% | +2.1% | +3.8% | +5.3% |
| 30D | +19.6% | +4.8% | +14.9% | +18.0% |
| 3M | +3.3% | +7.5% | -4.2% | +1.0% |
| 6M | +3.5% | +20.9% | -17.4% | -2.5% |
| YTD | -6.1% | +29.2% | -35.3% | -14.2% |
| 1Y | -3.7% | +33.0% | -36.6% | -12.8% |
| 3Y | +13.4% | +109.8% | -96.4% | -15.0% |
| 5Y | +25.2% | +91.9% | -66.8% | -4.9% |
| 10Y | +211.3% | +301.5% | -90.3% | +76.1% |
| All | +211.3% | +319.4% | -108.2% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling