+13.3%
MCD vs EXPE
+126.3%
-113.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.5% |
| 7D | +7.3% | -11.2% | +18.5% | +8.4% |
| 30D | +20.0% | -7.5% | +27.4% | +20.8% |
| 3M | +3.8% | -19.1% | +22.9% | +5.6% |
| 6M | +3.8% | +10.7% | -7.0% | +3.2% |
| YTD | -5.9% | -9.9% | +4.0% | -5.3% |
| 1Y | -3.2% | -4.6% | +1.4% | -3.1% |
| 3Y | +13.3% | +116.8% | -103.5% | +8.7% |
| All | +13.3% | +126.3% | -113.0% | +8.7% |
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