+9.7%
MCD vs ESI
+84.3%
-74.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.5% |
| 7D | -1.9% | +1.8% | -3.8% | -1.9% |
| 30D | +16.6% | -6.6% | +23.2% | +16.4% |
| 3M | +0.9% | -9.4% | +10.3% | +0.8% |
| 6M | +1.5% | -24.1% | +25.6% | +1.1% |
| YTD | -8.3% | +37.1% | -45.5% | -9.7% |
| 1Y | -8.1% | +24.5% | -32.7% | -9.5% |
| All | +9.7% | +84.3% | -74.6% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling