+36.3%
MCD vs EXE
+191.4%
-155.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.5% |
| 7D | -2.8% | -0.3% | -2.6% | -2.8% |
| 30D | -6.0% | +8.5% | -14.5% | -6.4% |
| 3M | -5.6% | +5.5% | -11.0% | -5.9% |
| 6M | -21.9% | -5.9% | -16.0% | -21.7% |
| YTD | -14.7% | -9.7% | -5.0% | -14.4% |
| 1Y | -17.3% | +3.6% | -20.8% | -17.6% |
| 3Y | -2.2% | +18.0% | -20.2% | -3.6% |
| 5Y | +20.3% | +109.4% | -89.1% | +13.6% |
| All | +36.3% | +191.4% | -155.1% | +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 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