-9.3%
MCD vs S
+30.9%
-40.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +2.0% | -3.6% | -1.6% |
| 30D | +14.1% | -2.7% | +16.8% | +14.0% |
| 3M | +0.6% | -6.9% | +7.5% | +0.4% |
| 6M | 0.0% | +38.1% | -38.0% | +0.7% |
| YTD | -9.3% | +48.0% | -57.3% | -8.4% |
| 1Y | -9.3% | +34.5% | -43.8% | -8.4% |
| All | -9.3% | +30.9% | -40.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling