+11.2%
MCD vs EXC
+28.8%
-17.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +8.0% | +1.4% | +6.7% | +7.5% |
| 30D | +19.6% | +11.6% | +8.0% | +15.2% |
| 3M | +2.2% | +2.7% | -0.5% | +1.2% |
| 6M | -1.1% | +2.7% | -3.8% | -2.2% |
| YTD | -7.2% | +9.7% | -16.9% | -10.3% |
| 1Y | -6.7% | +4.5% | -11.2% | -8.4% |
| All | +11.2% | +28.8% | -17.6% | +3.3% |
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