-1.5%
MCD vs EXPE
+176.2%
-177.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.6% |
| 3M | -5.6% | +31.4% | -37.0% | -7.2% |
| 6M | -21.9% | +35.2% | -57.0% | -23.4% |
| YTD | -14.7% | +5.8% | -20.5% | -15.3% |
| 1Y | -17.3% | +38.7% | -55.9% | -19.4% |
| All | -1.5% | +176.2% | -177.7% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling