+9.3%
MCD vs EXEL
+234.5%
-225.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | +16.0% | +17.4% | -1.3% | +14.8% |
| 3M | 0.0% | +38.6% | -38.7% | -2.1% |
| 6M | +0.9% | +41.2% | -40.3% | -1.4% |
| YTD | -8.7% | +59.3% | -68.1% | -11.8% |
| 1Y | -8.6% | +60.2% | -68.8% | -11.7% |
| All | +9.3% | +234.5% | -225.2% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling