+23.4%
MCD vs EXPE
+42.3%
-18.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | -1.9% | -17.8% | +15.8% | -0.2% |
| 30D | +16.6% | -3.2% | +19.8% | +16.9% |
| 3M | +0.9% | -19.0% | +19.9% | +2.6% |
| 6M | +1.5% | +17.7% | -16.3% | +0.1% |
| YTD | -8.3% | -7.8% | -0.5% | -8.2% |
| 1Y | -8.1% | -1.4% | -6.8% | -8.6% |
| 3Y | +10.3% | +121.9% | -111.6% | +0.7% |
| 5Y | +23.4% | +44.3% | -20.8% | +20.1% |
| All | +23.4% | +42.3% | -18.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling