+1,276.9%
MCD vs MET
+1,317.8%
-40.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | +7.1% | -1.2% | +8.3% | +7.4% |
| 30D | +19.8% | +3.2% | +16.6% | +19.1% |
| 3M | +0.8% | -1.1% | +1.9% | +1.0% |
| 6M | -1.3% | +25.0% | -26.3% | -5.6% |
| YTD | -7.8% | +27.9% | -35.6% | -12.4% |
| 1Y | -5.0% | +32.9% | -37.8% | -10.4% |
| 3Y | +10.5% | +78.8% | -68.2% | -2.8% |
| 5Y | +22.0% | +79.6% | -57.6% | +6.2% |
| 10Y | +216.7% | +228.1% | -11.4% | +137.8% |
| All | +1,276.9% | +1,317.8% | -40.9% | +707.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 all: compounded portfolio wealth divided by compounded MET 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…
all analysis · Full analysis span regression · 6 months rolling