+1,156.2%
MCD vs ET
+1,435.0%
-278.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -6.0% | +7.5% | -13.5% | -6.9% |
| 3M | -5.6% | +11.4% | -17.0% | -6.9% |
| 6M | -21.9% | +18.5% | -40.4% | -23.6% |
| YTD | -14.7% | +37.4% | -52.1% | -18.2% |
| 1Y | -17.3% | +30.9% | -48.2% | -20.2% |
| 3Y | -2.2% | +98.7% | -100.9% | -11.2% |
| 5Y | +20.3% | +230.7% | -210.4% | +1.3% |
| 10Y | +180.7% | +175.6% | +5.1% | +128.5% |
| All | +1,156.2% | +1,435.0% | -278.7% | +513.7% |
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