-2.6%
MCD vs EQT
+33.4%
-36.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.8% |
| 30D | -6.7% | +1.0% | -7.8% | -6.8% |
| 3M | -9.6% | +4.0% | -13.6% | -9.6% |
| 6M | -22.3% | -11.7% | -10.6% | -22.1% |
| YTD | -15.4% | +2.8% | -18.3% | -15.5% |
| 1Y | -16.8% | +10.0% | -26.8% | -16.9% |
| All | -2.6% | +33.4% | -36.0% | -4.7% |
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