+48.0%
MCD vs EOSE
-82.0%
+130.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -1.6% |
| 30D | +16.0% | -22.0% | +38.0% | +16.2% |
| 3M | 0.0% | -57.3% | +57.3% | +0.6% |
| 6M | +0.9% | -77.7% | +78.6% | +2.1% |
| YTD | -8.7% | -84.2% | +75.5% | -7.7% |
| 1Y | -8.6% | -89.5% | +81.0% | -7.1% |
| 3Y | +9.9% | +41.4% | -31.6% | +5.0% |
| 5Y | +22.6% | -83.0% | +105.6% | +17.7% |
| All | +48.0% | -82.0% | +130.0% | +43.5% |
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