+583.7%
MCD vs SCHG
+1,094.5%
-510.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.6% | +2.7% | -4.4% | -2.9% |
| 30D | +14.1% | -5.2% | +19.3% | +16.6% |
| 3M | +0.6% | -5.2% | +5.8% | +2.7% |
| 6M | 0.0% | -0.6% | +0.6% | -0.4% |
| YTD | -9.3% | +4.7% | -14.0% | -12.0% |
| 1Y | -9.3% | +6.0% | -15.3% | -12.7% |
| 3Y | +8.6% | +78.9% | -70.3% | -21.7% |
| 5Y | +21.9% | +69.9% | -48.0% | -11.5% |
| 10Y | +202.8% | +433.0% | -230.2% | +10.7% |
| All | +583.7% | +1,094.5% | -510.8% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling