-3.2%
MCD vs EW
+26.0%
-29.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +7.3% | +9.3% | -2.0% | +5.4% |
| 30D | +20.0% | +22.1% | -2.1% | +15.9% |
| 3M | +3.8% | +13.0% | -9.2% | +1.4% |
| 6M | +3.8% | +30.1% | -26.3% | -0.2% |
| YTD | -5.9% | +22.0% | -27.9% | -8.3% |
| 1Y | -3.2% | +23.7% | -26.9% | -5.9% |
| All | -3.2% | +26.0% | -29.2% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling