-17.3%
MCD vs SCHG
+16.6%
-33.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.9% |
| 30D | -6.0% | +0.2% | -6.2% | -6.0% |
| 3M | -5.6% | +2.2% | -7.8% | -5.6% |
| 6M | -21.9% | +15.0% | -36.9% | -22.0% |
| YTD | -14.7% | +9.2% | -23.9% | -15.5% |
| 1Y | -17.3% | +15.7% | -33.0% | -17.5% |
| All | -17.3% | +16.6% | -33.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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