-16.2%
MCD vs EXC
+3.9%
-20.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.2% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -6.0% | -3.7% | -2.3% | -4.9% |
| 3M | -5.6% | -1.3% | -4.3% | -5.0% |
| 6M | -21.9% | -9.7% | -12.1% | -19.5% |
| YTD | -14.7% | +2.9% | -17.6% | -15.3% |
| All | -16.2% | +3.9% | -20.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling