+47.4%
MCD vs EXE
+151.8%
-104.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | +7.1% | -6.6% | +13.7% | +7.5% |
| 30D | +19.8% | -4.0% | +23.8% | +19.9% |
| 3M | +0.8% | -7.5% | +8.3% | +1.1% |
| 6M | -1.3% | -11.7% | +10.4% | -0.8% |
| YTD | -7.8% | -22.0% | +14.2% | -6.8% |
| 1Y | -5.0% | -21.8% | +16.8% | -4.0% |
| 3Y | +10.5% | +8.0% | +2.5% | +9.2% |
| 5Y | +22.0% | +62.3% | -40.3% | +16.9% |
| All | +47.4% | +151.8% | -104.4% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling