+10.5%
MCD vs ES
+46.3%
-35.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | +7.1% | +1.9% | +5.2% | +6.7% |
| 30D | +19.8% | +7.1% | +12.7% | +17.9% |
| 3M | +0.8% | -1.9% | +2.7% | +1.2% |
| 6M | -1.3% | +4.4% | -5.7% | -2.4% |
| YTD | -7.8% | +7.3% | -15.1% | -9.4% |
| 1Y | -5.0% | +2.1% | -7.1% | -5.9% |
| 3Y | +10.5% | +41.8% | -31.3% | +0.7% |
| All | +10.5% | +46.3% | -35.8% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling