+21.6%
MCD vs ESI
+72.3%
-50.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -1.7% |
| 7D | -2.8% | +3.3% | -6.2% | -3.0% |
| 30D | -6.0% | -5.9% | -0.2% | -5.7% |
| 3M | -5.6% | -14.1% | +8.5% | -5.1% |
| 6M | -21.9% | +6.6% | -28.4% | -23.3% |
| YTD | -14.7% | +45.0% | -59.7% | -19.1% |
| 1Y | -17.3% | +41.5% | -58.7% | -21.5% |
| 3Y | -2.2% | +78.8% | -80.9% | -12.4% |
| All | +21.6% | +72.3% | -50.7% | +8.4% |
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