+21.6%
MCD vs EMR
+60.6%
-39.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.8% |
| 7D | -2.8% | -1.5% | -1.3% | -2.6% |
| 30D | -6.0% | -5.6% | -0.4% | -5.3% |
| 3M | -5.6% | +7.9% | -13.5% | -6.8% |
| 6M | -21.9% | +6.0% | -27.9% | -22.8% |
| YTD | -14.7% | +16.4% | -31.1% | -17.3% |
| 1Y | -17.3% | +16.6% | -33.9% | -20.0% |
| 3Y | -2.2% | +62.9% | -65.0% | -13.5% |
| All | +21.6% | +60.6% | -39.0% | +4.6% |
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