+36.4%
MCD vs EXE
+192.2%
-155.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -6.1% | +6.4% | -12.5% | -6.4% |
| 3M | -7.3% | +9.2% | -16.5% | -7.7% |
| 6M | -20.9% | -7.0% | -14.0% | -20.7% |
| YTD | -14.7% | -9.5% | -5.2% | -14.3% |
| 1Y | -16.1% | +6.2% | -22.3% | -16.6% |
| 3Y | -1.5% | +20.7% | -22.2% | -3.1% |
| 5Y | +20.4% | +103.6% | -83.2% | +13.9% |
| All | +36.4% | +192.2% | -155.8% | +27.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling