+1,286.3%
MCD vs ET
+1,312.4%
-26.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +7.3% | -1.9% | +9.1% | +7.5% |
| 30D | +20.0% | -3.1% | +23.0% | +20.3% |
| 3M | +3.8% | -3.9% | +7.7% | +4.2% |
| 6M | +3.8% | +4.0% | -0.3% | +3.1% |
| YTD | -5.9% | +26.4% | -32.3% | -8.8% |
| 1Y | -3.2% | +24.9% | -28.1% | -6.2% |
| 3Y | +13.3% | +85.2% | -71.9% | +3.6% |
| 5Y | +25.2% | +218.3% | -193.1% | +6.0% |
| 10Y | +213.3% | +172.0% | +41.4% | +156.2% |
| All | +1,286.3% | +1,312.4% | -26.1% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling