+177.5%
MCD vs EQIX
+242.1%
-64.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.3% |
| 7D | -2.5% | -1.6% | -0.9% | -2.1% |
| 30D | -7.0% | -0.4% | -6.7% | -7.1% |
| 3M | -9.8% | -0.9% | -8.9% | -9.9% |
| 6M | -21.8% | +8.1% | -29.9% | -23.8% |
| YTD | -15.6% | +35.7% | -51.2% | -22.9% |
| 1Y | -15.2% | +34.0% | -49.1% | -22.4% |
| 3Y | -2.6% | +41.4% | -44.0% | -14.1% |
| 5Y | +18.9% | +34.0% | -15.1% | +4.4% |
| All | +177.5% | +242.1% | -64.6% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EQIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling