-1.1%
MCD vs EW
+20.1%
-21.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.2% |
| 7D | +8.0% | +6.8% | +1.3% | +5.9% |
| 30D | +19.6% | +16.6% | +3.0% | +15.0% |
| 3M | +2.2% | +13.3% | -11.1% | -1.2% |
| 6M | -1.1% | +21.6% | -22.7% | -5.2% |
| All | -1.1% | +20.1% | -21.2% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling