+211.7%
MCD vs EXPD
+304.0%
-92.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | 0.0% |
| 7D | +7.1% | -7.2% | +14.3% | +9.0% |
| 30D | +19.8% | -3.3% | +23.0% | +20.6% |
| 3M | +0.8% | +3.4% | -2.6% | -0.3% |
| 6M | -1.3% | +22.7% | -24.0% | -6.8% |
| YTD | -7.8% | +24.5% | -32.3% | -14.2% |
| 1Y | -5.0% | +38.6% | -43.6% | -14.4% |
| 3Y | +10.5% | +71.5% | -61.0% | -8.4% |
| 5Y | +22.0% | +56.2% | -34.3% | +2.2% |
| All | +211.7% | +304.0% | -92.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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