-17.3%
MCD vs EXPE
+40.7%
-57.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.8% | -9.5% | +6.7% | -2.1% |
| 30D | -6.0% | -6.6% | +0.6% | -5.5% |
| 3M | -5.6% | +31.4% | -37.0% | -6.8% |
| 6M | -21.9% | +35.2% | -57.0% | -22.8% |
| YTD | -14.7% | +5.8% | -20.5% | -15.0% |
| 1Y | -17.3% | +38.7% | -55.9% | -18.8% |
| All | -17.3% | +40.7% | -57.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling