+104.5%
MCD vs SE
+355.3%
-250.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.0% | -2.4% |
| 7D | -1.9% | -7.7% | +5.8% | -1.5% |
| 30D | +16.6% | -22.8% | +39.4% | +18.2% |
| 3M | +0.9% | -43.7% | +44.7% | +4.0% |
| 6M | +1.5% | -12.8% | +14.3% | +1.9% |
| YTD | -8.3% | -42.0% | +33.7% | -6.2% |
| 1Y | -8.1% | -48.0% | +39.9% | -5.5% |
| 3Y | +10.3% | +62.7% | -52.4% | +4.3% |
| 5Y | +23.4% | -77.8% | +101.2% | +30.9% |
| All | +104.5% | +355.3% | -250.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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