+193.4%
MCD vs SCHG
+432.0%
-238.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.6% | +2.7% | -4.4% | -2.8% |
| 30D | +14.1% | -5.2% | +19.3% | +16.4% |
| 3M | +0.6% | -5.2% | +5.8% | +2.5% |
| 6M | 0.0% | -0.6% | +0.6% | -0.3% |
| YTD | -9.3% | +4.7% | -14.0% | -11.9% |
| 1Y | -9.3% | +6.0% | -15.3% | -12.5% |
| 3Y | +8.6% | +78.9% | -70.3% | -21.0% |
| 5Y | +21.9% | +69.9% | -48.0% | -9.8% |
| All | +193.4% | +432.0% | -238.6% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling