+22.7%
MCD vs ESI
+28.5%
-5.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.6% |
| 7D | +7.1% | -8.5% | +15.6% | +7.5% |
| 30D | +19.8% | -15.7% | +35.4% | +20.6% |
| 3M | +0.8% | -18.2% | +19.0% | +1.6% |
| 6M | -1.3% | -28.8% | +27.5% | 0.0% |
| YTD | -7.8% | +26.3% | -34.0% | -12.1% |
| 1Y | -5.0% | +18.2% | -23.2% | -8.9% |
| 3Y | +10.5% | +68.1% | -57.6% | -2.1% |
| All | +22.7% | +28.5% | -5.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling