+177.5%
MCD vs ET
+179.3%
-1.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -7.0% | +4.6% | -11.6% | -7.7% |
| 3M | -9.8% | +16.0% | -25.8% | -12.0% |
| 6M | -21.8% | +22.8% | -44.6% | -24.5% |
| YTD | -15.6% | +38.9% | -54.4% | -20.2% |
| 1Y | -15.2% | +34.1% | -49.2% | -19.4% |
| 3Y | -2.6% | +98.8% | -101.4% | -14.6% |
| 5Y | +18.9% | +246.8% | -228.0% | -6.8% |
| All | +177.5% | +179.3% | -1.8% | +105.6% |
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