+20.4%
MCD vs ET
+235.7%
-215.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -6.1% | +6.9% | -13.0% | -6.8% |
| 3M | -7.3% | +13.1% | -20.3% | -8.4% |
| 6M | -20.9% | +18.7% | -39.7% | -22.3% |
| YTD | -14.7% | +37.4% | -52.1% | -17.5% |
| 1Y | -16.1% | +34.8% | -50.9% | -18.8% |
| 3Y | -1.5% | +96.8% | -98.3% | -10.7% |
| 5Y | +20.4% | +238.2% | -217.8% | +2.1% |
| All | +20.4% | +235.7% | -215.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling