-3.2%
MCD vs ES
-0.1%
-3.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | +0.9% | +6.4% | +7.1% |
| 30D | +20.0% | +5.9% | +14.0% | +18.5% |
| 3M | +3.8% | -1.0% | +4.8% | +3.8% |
| 6M | +3.8% | +7.2% | -3.4% | +2.7% |
| YTD | -5.9% | +7.0% | -12.8% | -6.5% |
| 1Y | -3.2% | +0.5% | -3.7% | -3.5% |
| All | -3.2% | -0.1% | -3.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling