+22.7%
MCD vs ES
+1.4%
+21.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.2% |
| 7D | +7.1% | +1.9% | +5.2% | +6.6% |
| 30D | +19.8% | +7.1% | +12.7% | +17.6% |
| 3M | +0.8% | -1.9% | +2.7% | +1.2% |
| 6M | -1.3% | +4.4% | -5.7% | -2.5% |
| YTD | -7.8% | +7.3% | -15.1% | -9.7% |
| 1Y | -5.0% | +2.1% | -7.1% | -6.1% |
| 3Y | +10.5% | +41.8% | -31.3% | -2.1% |
| All | +22.7% | +1.4% | +21.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling