+8.6%
MCD vs EQT
+39.3%
-30.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.6% | +6.9% | -8.5% | -1.7% |
| 30D | +14.1% | +0.4% | +13.7% | +14.1% |
| 3M | +0.6% | -2.0% | +2.6% | +0.6% |
| 6M | 0.0% | -5.0% | +5.0% | +0.1% |
| YTD | -9.3% | -0.3% | -9.0% | -9.3% |
| 1Y | -9.3% | -11.3% | +2.0% | -9.2% |
| 3Y | +8.6% | +38.3% | -29.7% | +5.7% |
| All | +8.6% | +39.3% | -30.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 3y: compounded portfolio wealth divided by compounded EQT 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…
3y analysis · Full analysis span regression · 6 months rolling