+180.0%
MCD vs ETR
+295.2%
-115.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.4% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | -6.1% | +1.9% | -8.0% | -6.8% |
| 3M | -7.3% | +1.0% | -8.2% | -7.8% |
| 6M | -20.9% | +4.8% | -25.8% | -22.8% |
| YTD | -14.7% | +19.5% | -34.2% | -20.8% |
| 1Y | -16.1% | +28.1% | -44.2% | -24.4% |
| 3Y | -1.5% | +151.1% | -152.7% | -34.6% |
| 5Y | +20.4% | +125.2% | -104.7% | -17.6% |
| 10Y | +180.0% | +291.1% | -111.1% | +63.0% |
| All | +180.0% | +295.2% | -115.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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