-8.1%
MCD vs S
+38.7%
-46.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.6% |
| 7D | -1.9% | +1.2% | -3.2% | -1.9% |
| 30D | +16.6% | -7.3% | +23.9% | +16.4% |
| 3M | +0.9% | +5.9% | -4.9% | +1.0% |
| 6M | +1.5% | +45.6% | -44.2% | +2.3% |
| YTD | -8.3% | +58.5% | -66.9% | -7.3% |
| 1Y | -8.1% | +37.6% | -45.8% | -7.2% |
| All | -8.1% | +38.7% | -46.8% | -7.2% |
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