+180.0%
MCD vs EXEL
+380.2%
-200.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -6.1% | +6.7% | -12.8% | -6.7% |
| 3M | -7.3% | +11.5% | -18.7% | -8.2% |
| 6M | -20.9% | +38.8% | -59.7% | -23.4% |
| YTD | -14.7% | +31.6% | -46.2% | -17.0% |
| 1Y | -16.1% | +53.0% | -69.1% | -19.6% |
| 3Y | -1.5% | +160.8% | -162.3% | -11.0% |
| 5Y | +20.4% | +190.1% | -169.6% | +6.8% |
| 10Y | +180.0% | +367.0% | -187.0% | +137.7% |
| All | +180.0% | +380.2% | -200.2% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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