+19.4%
MCD vs EOSE
-69.1%
+88.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | -2.9% | +15.0% | -17.8% | -3.0% |
| 30D | -6.7% | +2.5% | -9.2% | -6.8% |
| 3M | -9.6% | -33.7% | +24.2% | -9.3% |
| 6M | -22.3% | -32.7% | +10.4% | -22.3% |
| YTD | -15.4% | -63.8% | +48.3% | -15.0% |
| 1Y | -16.8% | -40.5% | +23.7% | -17.4% |
| 3Y | -2.4% | +50.4% | -52.8% | -6.3% |
| 5Y | +19.4% | -68.6% | +87.9% | +14.8% |
| All | +19.4% | -69.1% | +88.4% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling