+25.0%
MCD vs S
-56.8%
+81.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.8% | -7.7% | +4.9% | -2.7% |
| 30D | -6.0% | -5.3% | -0.7% | -6.0% |
| 3M | -5.6% | +20.3% | -25.8% | -5.9% |
| 6M | -21.9% | +47.4% | -69.2% | -22.4% |
| YTD | -14.7% | +32.5% | -47.2% | -15.2% |
| 1Y | -17.3% | +9.5% | -26.8% | -17.5% |
| 3Y | -2.2% | +15.5% | -17.7% | -3.1% |
| 5Y | +20.3% | -71.2% | +91.5% | +19.3% |
| All | +25.0% | -56.8% | +81.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling