+5,979.9%
MCD vs EOG
+7,415.7%
-1,435.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -6.0% | +8.2% | -14.2% | -6.9% |
| 3M | -5.6% | +3.8% | -9.4% | -6.2% |
| 6M | -21.9% | +15.3% | -37.2% | -23.4% |
| YTD | -14.7% | +41.7% | -56.4% | -18.4% |
| 1Y | -17.3% | +23.6% | -40.8% | -19.7% |
| 3Y | -2.2% | +23.3% | -25.4% | -5.7% |
| 5Y | +20.3% | +170.4% | -150.1% | +3.8% |
| 10Y | +180.7% | +125.5% | +55.2% | +133.0% |
| All | +5,979.9% | +7,415.7% | -1,435.7% | +3,565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling