-1.5%
MCD vs EOSE
+36.5%
-38.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | +0.1% |
| 7D | -2.0% | +41.4% | -43.5% | -2.0% |
| 30D | -6.1% | +3.6% | -9.8% | -6.1% |
| 3M | -7.3% | -35.7% | +28.5% | -7.1% |
| 6M | -20.9% | -29.9% | +8.9% | -21.0% |
| YTD | -14.7% | -62.5% | +47.8% | -14.5% |
| 1Y | -16.1% | -37.4% | +21.3% | -16.9% |
| 3Y | -1.5% | +55.8% | -57.3% | -6.6% |
| All | -1.5% | +36.5% | -38.0% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling