+211.3%
MCD vs EOG
+120.7%
+90.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +5.9% | -6.0% | +11.9% | +6.7% |
| 30D | +19.6% | +0.9% | +18.8% | +19.3% |
| 3M | +3.3% | +10.9% | -7.6% | +1.6% |
| 6M | +3.5% | +15.8% | -12.3% | +1.0% |
| YTD | -6.1% | +45.8% | -52.0% | -11.5% |
| 1Y | -3.7% | +45.3% | -49.0% | -9.2% |
| 3Y | +13.4% | +36.2% | -22.8% | +6.7% |
| 5Y | +25.2% | +94.0% | -68.8% | +8.5% |
| 10Y | +211.3% | +120.5% | +90.8% | +126.3% |
| All | +211.3% | +120.7% | +90.6% | +126.3% |
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