+193.4%
MCD vs ETR
+378.9%
-185.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | +14.1% | +7.0% | +7.1% | +11.3% |
| 3M | +0.6% | +4.6% | -4.0% | -1.1% |
| 6M | 0.0% | +0.1% | -0.1% | -0.3% |
| YTD | -9.3% | +23.2% | -32.4% | -16.8% |
| 1Y | -9.3% | +20.6% | -29.9% | -16.2% |
| 3Y | +8.6% | +156.3% | -147.7% | -28.5% |
| 5Y | +21.9% | +159.6% | -137.7% | -21.9% |
| All | +193.4% | +378.9% | -185.5% | +64.1% |
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