+5,982.8%
MCD vs EXC
+2,371.2%
+3,611.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.0% | +1.2% | -3.3% | -2.4% |
| 30D | -6.1% | -2.7% | -3.4% | -5.4% |
| 3M | -7.3% | -1.0% | -6.3% | -7.0% |
| 6M | -20.9% | -9.3% | -11.7% | -18.8% |
| YTD | -14.7% | +3.6% | -18.3% | -15.7% |
| 1Y | -16.1% | +5.9% | -22.0% | -17.8% |
| 3Y | -1.5% | +21.3% | -22.8% | -7.7% |
| 5Y | +20.4% | +46.2% | -25.7% | +6.1% |
| 10Y | +180.0% | +151.5% | +28.5% | +110.7% |
| All | +5,982.8% | +2,371.2% | +3,611.6% | +2,045.1% |
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