+193.4%
MCD vs ES
+98.2%
+95.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.6% | +2.7% | -4.4% | -2.6% |
| 30D | +14.1% | +7.6% | +6.5% | +11.2% |
| 3M | +0.6% | +0.5% | +0.1% | +0.3% |
| 6M | 0.0% | +7.6% | -7.6% | -2.7% |
| YTD | -9.3% | +10.2% | -19.5% | -12.8% |
| 1Y | -9.3% | +1.8% | -11.1% | -10.7% |
| 3Y | +8.6% | +55.4% | -46.8% | -10.5% |
| 5Y | +21.9% | +7.3% | +14.6% | +14.5% |
| All | +193.4% | +98.2% | +95.2% | +134.0% |
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