-16.0%
MCD vs SCHG
+13.0%
-29.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -1.3% |
| 30D | -7.8% | -1.3% | -6.5% | -7.8% |
| 3M | -10.7% | +5.4% | -16.1% | -10.4% |
| 6M | -21.3% | +14.4% | -35.7% | -21.4% |
| YTD | -15.8% | +8.0% | -23.8% | -16.6% |
| 1Y | -16.0% | +12.7% | -28.7% | -15.5% |
| All | -16.0% | +13.0% | -29.0% | -15.5% |
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