+211.7%
MCD vs EW
+236.3%
-24.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | +7.1% | +11.0% | -3.9% | +4.8% |
| 30D | +19.8% | +19.1% | +0.7% | +15.4% |
| 3M | +0.8% | +14.4% | -13.5% | -2.1% |
| 6M | -1.3% | +22.8% | -24.1% | -5.7% |
| YTD | -7.8% | +19.8% | -27.6% | -11.6% |
| 1Y | -5.0% | +23.9% | -28.8% | -9.6% |
| 3Y | +10.5% | +52.2% | -41.7% | -3.4% |
| 5Y | +22.0% | -13.9% | +35.9% | +21.4% |
| All | +211.7% | +236.3% | -24.7% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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