+205.9%
MCD vs EXPE
+121.2%
+84.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.0% |
| 7D | -1.9% | -17.8% | +15.8% | +0.8% |
| 30D | +16.6% | -3.2% | +19.8% | +16.9% |
| 3M | +0.9% | -19.0% | +19.9% | +3.8% |
| 6M | +1.5% | +17.7% | -16.3% | -1.4% |
| YTD | -8.3% | -7.8% | -0.5% | -8.5% |
| 1Y | -8.1% | -1.4% | -6.8% | -9.4% |
| 3Y | +10.3% | +121.9% | -111.6% | -7.4% |
| 5Y | +23.4% | +44.3% | -20.8% | +8.8% |
| 10Y | +205.9% | +125.4% | +80.5% | +103.6% |
| All | +205.9% | +121.2% | +84.7% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling