+1,244.4%
MCD vs ET
+1,311.7%
-67.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | +16.0% | -3.5% | +19.5% | +16.5% |
| 3M | 0.0% | -5.6% | +5.6% | +0.6% |
| 6M | +0.9% | +0.5% | +0.4% | +0.7% |
| YTD | -8.7% | +26.3% | -35.1% | -11.6% |
| 1Y | -8.6% | +25.7% | -34.2% | -11.4% |
| 3Y | +9.9% | +85.1% | -75.2% | +0.5% |
| 5Y | +22.6% | +216.4% | -193.8% | +3.9% |
| 10Y | +204.6% | +160.9% | +43.7% | +150.2% |
| All | +1,244.4% | +1,311.7% | -67.3% | +563.1% |
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 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