+176.9%
MCD vs SCHG
+459.0%
-282.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | -7.8% | -1.3% | -6.5% | -7.3% |
| 3M | -10.7% | +5.4% | -16.1% | -12.8% |
| 6M | -21.3% | +14.4% | -35.7% | -26.1% |
| YTD | -15.8% | +8.0% | -23.8% | -19.0% |
| 1Y | -16.0% | +12.7% | -28.7% | -21.0% |
| 3Y | -3.0% | +85.6% | -88.6% | -30.5% |
| 5Y | +18.6% | +85.5% | -66.9% | -16.5% |
| All | +176.9% | +459.0% | -282.1% | -1.6% |
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