+213.3%
MCD vs ES
+87.3%
+126.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +0.9% | +6.4% | +7.0% |
| 30D | +20.0% | +5.9% | +14.0% | +17.6% |
| 3M | +3.8% | -1.0% | +4.8% | +4.1% |
| 6M | +3.8% | +7.2% | -3.4% | +1.1% |
| YTD | -5.9% | +7.0% | -12.8% | -8.5% |
| 1Y | -3.2% | +0.5% | -3.7% | -4.3% |
| 3Y | +13.3% | +48.7% | -35.4% | -5.1% |
| 5Y | +25.2% | +1.9% | +23.3% | +20.0% |
| 10Y | +213.3% | +89.2% | +124.2% | +155.3% |
| All | +213.3% | +87.3% | +126.0% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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