+6,511.4%
MCD vs EXC
+2,516.2%
+3,995.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +8.0% | +1.4% | +6.7% | +7.6% |
| 30D | +19.6% | +11.6% | +8.0% | +15.9% |
| 3M | +2.2% | +2.7% | -0.5% | +1.4% |
| 6M | -1.1% | +2.7% | -3.8% | -2.0% |
| YTD | -7.2% | +9.7% | -16.9% | -9.9% |
| 1Y | -6.7% | +4.5% | -11.2% | -8.1% |
| 3Y | +11.6% | +28.5% | -16.9% | +2.9% |
| 5Y | +22.6% | +43.9% | -21.3% | +8.5% |
| 10Y | +218.4% | +183.7% | +34.7% | +132.4% |
| All | +6,511.4% | +2,516.2% | +3,995.1% | +2,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling