+36.9%
MCD vs EOSE
-60.2%
+97.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.1% |
| 7D | -2.5% | +14.0% | -16.5% | -2.7% |
| 30D | -7.0% | -5.9% | -1.1% | -7.0% |
| 3M | -9.8% | -34.3% | +24.5% | -9.5% |
| 6M | -21.8% | -37.8% | +16.0% | -21.7% |
| YTD | -15.6% | -65.2% | +49.6% | -15.1% |
| 1Y | -15.2% | -41.9% | +26.8% | -15.7% |
| 3Y | -2.6% | +44.6% | -47.1% | -6.4% |
| 5Y | +18.9% | -69.2% | +88.1% | +13.6% |
| All | +36.9% | -60.2% | +97.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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