+13.4%
MCD vs EXC
+28.9%
-15.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.9% | -1.7% | +7.7% | +6.6% |
| 30D | +19.6% | +9.3% | +10.3% | +16.1% |
| 3M | +3.3% | +1.0% | +2.2% | +2.8% |
| 6M | +3.5% | +5.9% | -2.5% | +1.5% |
| YTD | -6.1% | +7.6% | -13.7% | -8.6% |
| 1Y | -3.7% | +2.4% | -6.1% | -4.8% |
| 3Y | +13.4% | +30.2% | -16.9% | +5.5% |
| All | +13.4% | +28.9% | -15.5% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling