+74.3%
MCD vs EQX
+238.5%
-164.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.1% |
| 7D | -2.0% | +3.8% | -5.8% | -2.2% |
| 30D | -6.1% | +9.4% | -15.5% | -6.5% |
| 3M | -7.3% | +16.8% | -24.1% | -7.9% |
| 6M | -20.9% | -23.7% | +2.7% | -20.4% |
| YTD | -14.7% | -9.6% | -5.1% | -14.8% |
| 1Y | -16.1% | +29.1% | -45.2% | -17.7% |
| 3Y | -1.5% | +175.3% | -176.8% | -7.9% |
| 5Y | +20.4% | +77.3% | -56.8% | +13.4% |
| All | +74.3% | +238.5% | -164.2% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling