+6,475.2%
MCD vs EMR
+4,298.0%
+2,177.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | +19.8% | +2.0% | +17.8% | +19.0% |
| 3M | +0.8% | +3.8% | -3.0% | -0.6% |
| 6M | -1.3% | +10.5% | -11.8% | -5.0% |
| YTD | -7.8% | +23.7% | -31.5% | -15.0% |
| 1Y | -5.0% | +25.4% | -30.4% | -12.9% |
| 3Y | +10.5% | +86.6% | -76.0% | -13.2% |
| 5Y | +22.0% | +83.0% | -61.0% | -5.0% |
| 10Y | +216.7% | +319.5% | -102.8% | +80.0% |
| All | +6,475.2% | +4,298.0% | +2,177.2% | +1,176.9% |
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