+211.7%
MCD vs EXC
+175.8%
+35.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.3% |
| 7D | +7.1% | -1.2% | +8.3% | +7.7% |
| 30D | +19.8% | +10.0% | +9.8% | +15.0% |
| 3M | +0.8% | +1.6% | -0.8% | 0.0% |
| 6M | -1.3% | +3.3% | -4.6% | -2.8% |
| YTD | -7.8% | +7.6% | -15.3% | -11.0% |
| 1Y | -5.0% | +3.5% | -8.4% | -6.9% |
| 3Y | +10.5% | +27.7% | -17.1% | -2.3% |
| 5Y | +22.0% | +41.1% | -19.2% | +0.7% |
| All | +211.7% | +175.8% | +35.9% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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