+50.0%
MCD vs EXE
+155.8%
-105.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | +5.9% | -3.9% | +9.9% | +6.1% |
| 30D | +19.6% | -2.6% | +22.2% | +19.7% |
| 3M | +3.3% | -6.9% | +10.1% | +3.6% |
| 6M | +3.5% | -9.3% | +12.8% | +3.9% |
| YTD | -6.1% | -20.7% | +14.6% | -5.2% |
| 1Y | -3.7% | -21.8% | +18.2% | -2.6% |
| 3Y | +13.4% | +16.2% | -2.8% | +11.5% |
| 5Y | +25.2% | +61.1% | -35.9% | +20.0% |
| All | +50.0% | +155.8% | -105.8% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling