+542.8%
MCD vs SCHG
+1,145.2%
-602.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -6.0% | +0.2% | -6.2% | -6.2% |
| 3M | -5.6% | +2.2% | -7.8% | -6.8% |
| 6M | -21.9% | +15.0% | -36.9% | -27.1% |
| YTD | -14.7% | +9.2% | -23.9% | -18.6% |
| 1Y | -17.3% | +15.7% | -33.0% | -23.4% |
| 3Y | -2.2% | +87.3% | -89.4% | -30.8% |
| 5Y | +20.3% | +84.5% | -64.2% | -16.2% |
| 10Y | +180.7% | +448.7% | -268.0% | +1.7% |
| All | +542.8% | +1,145.2% | -602.4% | +51.6% |
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 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