+193.4%
MCD vs ET
+160.8%
+32.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +2.5% | -4.2% | -2.1% |
| 30D | +14.1% | -2.5% | +16.6% | +14.5% |
| 3M | +0.6% | -4.9% | +5.5% | +1.3% |
| 6M | 0.0% | -0.1% | +0.1% | -0.2% |
| YTD | -9.3% | +26.2% | -35.5% | -13.1% |
| 1Y | -9.3% | +25.2% | -34.5% | -13.0% |
| 3Y | +8.6% | +84.2% | -75.6% | -4.0% |
| 5Y | +21.9% | +216.1% | -194.2% | -3.6% |
| All | +193.4% | +160.8% | +32.6% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling