+211.7%
MCD vs ES
+85.7%
+126.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.5% |
| 7D | +7.1% | +1.9% | +5.2% | +6.5% |
| 30D | +19.8% | +7.1% | +12.7% | +17.0% |
| 3M | +0.8% | -1.9% | +2.7% | +1.4% |
| 6M | -1.3% | +4.4% | -5.7% | -2.9% |
| YTD | -7.8% | +7.3% | -15.1% | -10.5% |
| 1Y | -5.0% | +2.1% | -7.1% | -6.5% |
| 3Y | +10.5% | +41.8% | -31.3% | -5.6% |
| 5Y | +22.0% | +1.4% | +20.5% | +17.1% |
| All | +211.7% | +85.7% | +126.0% | +157.0% |
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