+5,979.9%
MCD vs ES
+1,243.3%
+4,736.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -6.0% | -2.0% | -4.1% | -5.5% |
| 3M | -5.6% | +1.7% | -7.3% | -6.1% |
| 6M | -21.9% | -3.5% | -18.3% | -21.3% |
| YTD | -14.7% | +7.9% | -22.6% | -16.7% |
| 1Y | -17.3% | +17.2% | -34.4% | -21.4% |
| 3Y | -2.2% | +29.3% | -31.5% | -10.6% |
| 5Y | +20.3% | -5.7% | +26.0% | +18.7% |
| 10Y | +180.7% | +85.2% | +95.5% | +131.1% |
| All | +5,979.9% | +1,243.3% | +4,736.6% | +2,858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling