+8.6%
MCD vs EXE
+21.0%
-12.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.6% | +5.3% | -7.0% | -1.7% |
| 30D | +14.1% | -2.2% | +16.3% | +14.2% |
| 3M | +0.6% | -5.9% | +6.5% | +0.7% |
| 6M | 0.0% | -5.7% | +5.7% | +0.1% |
| YTD | -9.3% | -17.8% | +8.6% | -8.8% |
| 1Y | -9.3% | -23.1% | +13.8% | -8.6% |
| 3Y | +8.6% | +21.2% | -12.6% | +8.0% |
| All | +8.6% | +21.0% | -12.4% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling