+303.7%
MCD vs ESI
+200.4%
+103.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -1.6% | +8.3% | -9.9% | -2.5% |
| 30D | +16.0% | -10.4% | +26.5% | +17.2% |
| 3M | 0.0% | -13.2% | +13.1% | +1.1% |
| 6M | +0.9% | -23.9% | +24.8% | +3.1% |
| YTD | -8.7% | +34.2% | -42.9% | -13.9% |
| 1Y | -8.6% | +22.2% | -30.8% | -12.8% |
| 3Y | +9.9% | +79.2% | -69.4% | -2.4% |
| 5Y | +22.6% | +38.1% | -15.5% | +11.8% |
| 10Y | +204.6% | +323.6% | -118.9% | +132.7% |
| All | +303.7% | +200.4% | +103.4% | +224.1% |
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