+211.7%
MCD vs EXPE
+115.0%
+96.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.2% |
| 7D | +7.1% | -9.3% | +16.5% | +8.5% |
| 30D | +19.8% | +0.1% | +19.6% | +19.5% |
| 3M | +0.8% | -15.3% | +16.1% | +3.0% |
| 6M | -1.3% | +5.5% | -6.8% | -2.6% |
| YTD | -7.8% | -8.0% | +0.2% | -7.9% |
| 1Y | -5.0% | +18.9% | -23.8% | -9.1% |
| 3Y | +10.5% | +135.5% | -125.0% | -8.2% |
| 5Y | +22.0% | +44.3% | -22.3% | +7.5% |
| All | +211.7% | +115.0% | +96.7% | +108.0% |
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