+22.7%
MCD vs SE
-78.9%
+101.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | +2.0% | +5.1% | +7.1% |
| 30D | +19.8% | -20.0% | +39.8% | +20.4% |
| 3M | +0.8% | -31.8% | +32.6% | +1.8% |
| 6M | -1.3% | -15.9% | +14.6% | -1.0% |
| YTD | -7.8% | -40.6% | +32.9% | -6.8% |
| 1Y | -5.0% | -50.7% | +45.7% | -3.6% |
| 3Y | +10.5% | +70.3% | -59.7% | +6.9% |
| All | +22.7% | -78.9% | +101.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling