+178.0%
MCD vs EQIX
+248.5%
-70.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.9% | +2.3% | -5.2% | -3.5% |
| 30D | -6.7% | +0.4% | -7.2% | -6.9% |
| 3M | -9.6% | -1.1% | -8.4% | -9.6% |
| 6M | -22.3% | +11.5% | -33.8% | -24.9% |
| YTD | -15.4% | +38.2% | -53.7% | -23.1% |
| 1Y | -16.8% | +36.7% | -53.5% | -24.3% |
| 3Y | -2.4% | +44.1% | -46.5% | -14.4% |
| 5Y | +19.4% | +34.8% | -15.5% | +4.8% |
| All | +178.0% | +248.5% | -70.6% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling