-21.9%
MCD vs EMR
+4.5%
-26.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.6% |
| 7D | -2.8% | -1.5% | -1.3% | -2.8% |
| 30D | -6.0% | -5.6% | -0.4% | -5.8% |
| 3M | -5.6% | +7.9% | -13.5% | -6.1% |
| 6M | -21.9% | +6.0% | -27.9% | -22.2% |
| All | -21.9% | +4.5% | -26.4% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling