+10.5%
MCD vs ETR
+146.5%
-136.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +7.1% | +0.4% | +6.7% | +7.1% |
| 30D | +19.8% | +7.5% | +12.2% | +18.1% |
| 3M | +0.8% | +4.4% | -3.6% | -0.1% |
| 6M | -1.3% | -1.5% | +0.2% | -1.2% |
| YTD | -7.8% | +21.8% | -29.5% | -11.3% |
| 1Y | -5.0% | +18.4% | -23.3% | -8.1% |
| 3Y | +10.5% | +148.5% | -138.0% | -15.0% |
| All | +10.5% | +146.5% | -136.0% | -15.0% |
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 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