+211.3%
MCD vs EXPE
+119.8%
+91.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.9% | -13.3% | +19.3% | +8.0% |
| 30D | +19.6% | -5.5% | +25.1% | +20.4% |
| 3M | +3.3% | -16.5% | +19.7% | +5.7% |
| 6M | +3.5% | +13.1% | -9.6% | +1.1% |
| YTD | -6.1% | -8.0% | +1.9% | -6.2% |
| 1Y | -3.7% | +1.1% | -4.8% | -5.3% |
| 3Y | +13.4% | +131.2% | -117.8% | -5.5% |
| 5Y | +25.2% | +39.8% | -14.6% | +11.1% |
| 10Y | +211.3% | +118.5% | +92.8% | +107.2% |
| All | +211.3% | +119.8% | +91.4% | +107.2% |
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