+1,357.4%
MCD vs EXEL
+273.2%
+1,084.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +8.4% | -11.2% | -3.3% |
| 30D | -6.0% | +4.1% | -10.1% | -6.3% |
| 3M | -5.6% | +12.4% | -18.0% | -6.4% |
| 6M | -21.9% | +41.5% | -63.4% | -23.7% |
| YTD | -14.7% | +34.6% | -49.3% | -16.5% |
| 1Y | -17.3% | +57.9% | -75.1% | -20.0% |
| 3Y | -2.2% | +159.5% | -161.7% | -9.1% |
| 5Y | +20.3% | +198.5% | -178.2% | +10.2% |
| 10Y | +180.7% | +411.4% | -230.7% | +140.6% |
| All | +1,357.4% | +273.2% | +1,084.2% | +914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling