+13.3%
MCD vs EW
+59.8%
-46.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +7.3% | +9.3% | -2.0% | +6.4% |
| 30D | +20.0% | +22.1% | -2.1% | +17.9% |
| 3M | +3.8% | +13.0% | -9.2% | +2.6% |
| 6M | +3.8% | +30.1% | -26.3% | +1.5% |
| YTD | -5.9% | +22.0% | -27.9% | -7.5% |
| 1Y | -3.2% | +23.7% | -26.9% | -5.1% |
| 3Y | +13.3% | +62.0% | -48.7% | +7.4% |
| All | +13.3% | +59.8% | -46.5% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling