+193.4%
MCD vs ESI
+318.1%
-124.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +5.5% | -7.2% | -2.5% |
| 30D | +14.1% | -7.8% | +21.9% | +15.1% |
| 3M | +0.6% | -15.0% | +15.6% | +2.5% |
| 6M | 0.0% | -24.9% | +24.9% | +3.2% |
| YTD | -9.3% | +33.2% | -42.5% | -16.8% |
| 1Y | -9.3% | +24.9% | -34.2% | -15.9% |
| 3Y | +8.6% | +77.8% | -69.1% | -9.5% |
| 5Y | +21.9% | +37.1% | -15.2% | +6.1% |
| All | +193.4% | +318.1% | -124.6% | +90.0% |
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