+205.9%
MCD vs EW
+242.2%
-36.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -1.9% | +6.5% | -8.4% | -3.3% |
| 30D | +16.6% | +22.5% | -5.9% | +11.7% |
| 3M | +0.9% | +13.0% | -12.0% | -1.7% |
| 6M | +1.5% | +37.1% | -35.6% | -5.3% |
| YTD | -8.3% | +24.1% | -32.4% | -12.8% |
| 1Y | -8.1% | +24.2% | -32.4% | -12.7% |
| 3Y | +10.3% | +64.8% | -54.5% | -5.5% |
| 5Y | +23.4% | -7.4% | +30.9% | +20.5% |
| 10Y | +205.9% | +248.8% | -42.9% | +134.4% |
| All | +205.9% | +242.2% | -36.2% | +134.4% |
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