+22.7%
MCD vs EMR
+80.8%
-58.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | -1.6% | +8.7% | +7.4% |
| 30D | +19.8% | +2.0% | +17.8% | +19.4% |
| 3M | +0.8% | +3.8% | -3.0% | +0.2% |
| 6M | -1.3% | +10.5% | -11.8% | -2.9% |
| YTD | -7.8% | +23.7% | -31.5% | -11.3% |
| 1Y | -5.0% | +25.4% | -30.4% | -8.9% |
| 3Y | +10.5% | +86.6% | -76.0% | -5.4% |
| All | +22.7% | +80.8% | -58.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling