+38.3%
MCD vs EOSE
-61.3%
+99.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.9% | -12.4% | -1.6% |
| 7D | -2.8% | +19.0% | -21.8% | -3.0% |
| 30D | -6.0% | +1.6% | -7.6% | -6.1% |
| 3M | -5.6% | -52.0% | +46.4% | -5.0% |
| 6M | -21.9% | -42.5% | +20.7% | -21.7% |
| YTD | -14.7% | -66.1% | +51.4% | -14.2% |
| 1Y | -17.3% | -47.1% | +29.9% | -17.7% |
| 3Y | -2.2% | +0.8% | -2.9% | -5.5% |
| 5Y | +20.3% | -71.7% | +91.9% | +15.1% |
| All | +38.3% | -61.3% | +99.6% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling