+211.7%
MCD vs EXEL
+461.0%
-249.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +7.1% | +0.3% | +6.9% | +7.1% |
| 30D | +19.8% | +19.0% | +0.7% | +17.9% |
| 3M | +0.8% | +33.3% | -32.5% | -1.8% |
| 6M | -1.3% | +42.9% | -44.2% | -4.6% |
| YTD | -7.8% | +58.7% | -66.5% | -11.8% |
| 1Y | -5.0% | +70.5% | -75.5% | -9.7% |
| 3Y | +10.5% | +233.8% | -223.3% | -2.5% |
| 5Y | +22.0% | +259.3% | -237.4% | +5.8% |
| All | +211.7% | +461.0% | -249.4% | +161.5% |
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