+72.1%
MCD vs EQX
+232.0%
-160.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.2% | -3.2% | +2.0% | -1.1% |
| 30D | -7.8% | +7.8% | -15.5% | -8.1% |
| 3M | -10.7% | +21.3% | -32.0% | -11.5% |
| 6M | -21.3% | -22.4% | +1.2% | -20.8% |
| YTD | -15.8% | -11.3% | -4.4% | -15.9% |
| 1Y | -16.0% | +13.5% | -29.5% | -17.2% |
| 3Y | -3.0% | +162.1% | -165.1% | -9.0% |
| 5Y | +18.6% | +84.2% | -65.6% | +11.2% |
| All | +72.1% | +232.0% | -160.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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