+211.7%
MCD vs ESI
+312.6%
-100.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.8% |
| 7D | +7.1% | -8.5% | +15.6% | +8.4% |
| 30D | +19.8% | -15.7% | +35.4% | +22.5% |
| 3M | +0.8% | -18.2% | +19.0% | +3.4% |
| 6M | -1.3% | -28.8% | +27.5% | +2.6% |
| YTD | -7.8% | +26.3% | -34.0% | -14.7% |
| 1Y | -5.0% | +18.2% | -23.2% | -11.1% |
| 3Y | +10.5% | +68.1% | -57.6% | -7.0% |
| 5Y | +22.0% | +28.8% | -6.8% | +7.2% |
| All | +211.7% | +312.6% | -100.9% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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