+205.9%
MCD vs ET
+173.2%
+32.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | +1.8% | -3.7% | -2.2% |
| 30D | +16.6% | -3.0% | +19.6% | +17.1% |
| 3M | +0.9% | -4.7% | +5.6% | +1.6% |
| 6M | +1.5% | +2.7% | -1.2% | +0.8% |
| YTD | -8.3% | +26.5% | -34.9% | -12.2% |
| 1Y | -8.1% | +25.0% | -33.1% | -11.9% |
| 3Y | +10.3% | +85.4% | -75.0% | -2.6% |
| 5Y | +23.4% | +215.5% | -192.1% | -2.4% |
| 10Y | +205.9% | +161.3% | +44.6% | +128.3% |
| All | +205.9% | +173.2% | +32.7% | +128.3% |
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