+21.6%
MCD vs EXEL
+199.5%
-177.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +8.4% | -11.2% | -3.5% |
| 30D | -6.0% | +4.1% | -10.1% | -6.4% |
| 3M | -5.6% | +12.4% | -18.0% | -6.6% |
| 6M | -21.9% | +41.5% | -63.4% | -24.3% |
| YTD | -14.7% | +34.6% | -49.3% | -17.1% |
| 1Y | -17.3% | +57.9% | -75.1% | -20.9% |
| 3Y | -2.2% | +159.5% | -161.7% | -12.2% |
| All | +21.6% | +199.5% | -177.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling