+5,979.9%
MCD vs ETR
+4,412.2%
+1,567.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +1.4% | -4.3% | -3.3% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | -5.6% | -1.3% | -4.3% | -5.4% |
| 6M | -21.9% | +1.9% | -23.7% | -22.6% |
| YTD | -14.7% | +18.2% | -32.9% | -19.4% |
| 1Y | -17.3% | +24.7% | -41.9% | -23.2% |
| 3Y | -2.2% | +150.7% | -152.8% | -28.1% |
| 5Y | +20.3% | +127.0% | -106.7% | -9.9% |
| 10Y | +180.7% | +295.5% | -114.8% | +76.5% |
| All | +5,979.9% | +4,412.2% | +1,567.7% | +1,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling