+10.5%
MCD vs EOG
+26.6%
-16.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.5% |
| 7D | +7.1% | -11.1% | +18.2% | +7.1% |
| 30D | +19.8% | +2.7% | +17.1% | +19.5% |
| 3M | +0.8% | +8.8% | -7.9% | +0.6% |
| 6M | -1.3% | +10.8% | -12.1% | -1.7% |
| YTD | -7.8% | +44.6% | -52.3% | -9.4% |
| 1Y | -5.0% | +44.6% | -49.5% | -6.7% |
| 3Y | +10.5% | +29.5% | -18.9% | +9.6% |
| All | +10.5% | +26.6% | -16.1% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling