+8.6%
MCD vs ETR
+155.2%
-146.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +14.1% | +7.0% | +7.1% | +12.6% |
| 3M | +0.6% | +4.6% | -4.0% | -0.3% |
| 6M | 0.0% | +0.1% | -0.1% | -0.2% |
| YTD | -9.3% | +23.2% | -32.4% | -13.0% |
| 1Y | -9.3% | +20.6% | -29.9% | -12.7% |
| 3Y | +8.6% | +156.3% | -147.7% | -16.7% |
| All | +8.6% | +155.2% | -146.6% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling