+19.1%
MCD vs SCHG
+81.9%
-62.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -6.7% | -2.3% | -4.4% | -6.3% |
| 3M | -9.6% | +4.5% | -14.1% | -10.5% |
| 6M | -22.3% | +13.6% | -35.9% | -24.6% |
| YTD | -15.4% | +7.6% | -23.0% | -17.0% |
| 1Y | -16.8% | +13.0% | -29.8% | -19.4% |
| 3Y | -2.4% | +87.0% | -89.4% | -18.9% |
| All | +19.1% | +81.9% | -62.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling