+5,979.9%
MCD vs EMR
+4,039.8%
+1,940.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -2.0% |
| 7D | -2.8% | -1.5% | -1.3% | -2.4% |
| 30D | -6.0% | -5.6% | -0.4% | -4.5% |
| 3M | -5.6% | +7.9% | -13.5% | -8.2% |
| 6M | -21.9% | +6.0% | -27.9% | -24.0% |
| YTD | -14.7% | +16.4% | -31.1% | -19.8% |
| 1Y | -17.3% | +16.6% | -33.9% | -22.6% |
| 3Y | -2.2% | +62.9% | -65.0% | -19.8% |
| 5Y | +20.3% | +60.1% | -39.8% | -2.4% |
| 10Y | +180.7% | +268.8% | -88.0% | +66.0% |
| All | +5,979.9% | +4,039.8% | +1,940.1% | +1,104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling