-3.9%
MCD vs EOG
+45.9%
-49.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.8% | +6.1% |
| 7D | +11.9% | -8.6% | +20.5% | +11.1% |
| 30D | +20.2% | +2.8% | +17.5% | +20.0% |
| 3M | +5.2% | +3.2% | +2.0% | +5.2% |
| 6M | 0.0% | +5.3% | -5.3% | 0.0% |
| YTD | -6.5% | +44.5% | -51.0% | -8.6% |
| 1Y | -3.9% | +44.2% | -48.1% | -6.8% |
| All | -3.9% | +45.9% | -49.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling