+1,508.3%
MCD vs EXEL
+346.4%
+1,161.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +7.3% | -2.4% | +9.7% | +7.4% |
| 30D | +20.0% | +17.9% | +2.0% | +18.7% |
| 3M | +3.8% | +33.3% | -29.5% | +1.9% |
| 6M | +3.8% | +46.6% | -42.8% | +1.1% |
| YTD | -5.9% | +61.0% | -66.9% | -9.0% |
| 1Y | -3.2% | +70.4% | -73.7% | -6.8% |
| 3Y | +13.3% | +236.1% | -222.8% | +3.6% |
| 5Y | +25.2% | +284.8% | -259.6% | +12.9% |
| 10Y | +213.3% | +348.4% | -135.1% | +171.3% |
| All | +1,508.3% | +346.4% | +1,161.9% | +1,006.5% |
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 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