+256.7%
MCD vs ETSY
+146.8%
+109.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -1.1% |
| 7D | -2.8% | -8.5% | +5.6% | -2.3% |
| 30D | -6.0% | -10.9% | +4.9% | -5.4% |
| 3M | -5.6% | +14.1% | -19.7% | -6.5% |
| 6M | -21.9% | +37.5% | -59.3% | -23.7% |
| YTD | -14.7% | +38.0% | -52.7% | -16.9% |
| 1Y | -17.3% | +46.5% | -63.8% | -20.1% |
| 3Y | -2.2% | +2.5% | -4.7% | -4.4% |
| 5Y | +20.3% | -65.3% | +85.6% | +22.7% |
| 10Y | +180.7% | +451.6% | -270.9% | +137.9% |
| All | +256.7% | +146.8% | +109.8% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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