+181.3%
MCD vs EOG
+115.2%
+66.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | -6.7% | +3.4% | -10.1% | -7.2% |
| 3M | -9.6% | +7.8% | -17.4% | -10.6% |
| 6M | -22.3% | +13.4% | -35.7% | -23.9% |
| YTD | -15.4% | +43.5% | -58.9% | -19.9% |
| 1Y | -16.8% | +29.7% | -46.5% | -20.2% |
| 3Y | -2.4% | +23.2% | -25.6% | -6.6% |
| 5Y | +19.4% | +176.4% | -157.1% | -2.8% |
| 10Y | +181.3% | +119.1% | +62.2% | +104.4% |
| All | +181.3% | +115.2% | +66.2% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling