+277.3%
MCD vs ESI
+224.6%
+52.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -1.9% |
| 7D | -2.8% | +3.3% | -6.2% | -3.2% |
| 30D | -6.0% | -5.9% | -0.2% | -5.4% |
| 3M | -5.6% | -14.1% | +8.5% | -4.5% |
| 6M | -21.9% | +6.6% | -28.4% | -23.5% |
| YTD | -14.7% | +45.0% | -59.7% | -19.9% |
| 1Y | -17.3% | +41.5% | -58.7% | -22.3% |
| 3Y | -2.2% | +78.8% | -80.9% | -12.5% |
| 5Y | +20.3% | +70.9% | -50.6% | +6.9% |
| 10Y | +180.7% | +317.1% | -136.4% | +114.1% |
| All | +277.3% | +224.6% | +52.6% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling