+211.3%
MCD vs EW
+236.4%
-25.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +5.9% | +12.3% | -6.3% | +3.4% |
| 30D | +19.6% | +22.9% | -3.2% | +14.6% |
| 3M | +3.3% | +16.7% | -13.4% | -0.1% |
| 6M | +3.5% | +31.0% | -27.5% | -2.4% |
| YTD | -6.1% | +22.8% | -28.9% | -10.5% |
| 1Y | -3.7% | +25.6% | -29.2% | -8.7% |
| 3Y | +13.4% | +62.0% | -48.6% | -2.5% |
| 5Y | +25.2% | -12.8% | +37.9% | +24.4% |
| 10Y | +211.3% | +239.8% | -28.5% | +138.4% |
| All | +211.3% | +236.4% | -25.1% | +138.4% |
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