-3.9%
MCD vs EXE
-18.4%
+14.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +6.5% |
| 7D | +11.9% | -4.7% | +16.5% | +11.9% |
| 30D | +20.2% | +1.0% | +19.2% | +20.1% |
| 3M | +5.2% | -5.6% | +10.8% | +5.2% |
| 6M | 0.0% | -12.3% | +12.3% | +0.3% |
| YTD | -6.5% | -19.5% | +13.0% | -5.4% |
| 1Y | -3.9% | -18.9% | +14.9% | -3.4% |
| All | -3.9% | -18.4% | +14.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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