+106.9%
MCD vs SE
+365.4%
-258.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.5% |
| 7D | +8.0% | -1.2% | +9.2% | +8.1% |
| 30D | +19.6% | -21.7% | +41.3% | +21.1% |
| 3M | +2.2% | -34.2% | +36.4% | +4.3% |
| 6M | -1.1% | -10.5% | +9.3% | -0.9% |
| YTD | -7.2% | -40.7% | +33.5% | -5.2% |
| 1Y | -6.7% | -52.1% | +45.4% | -3.7% |
| 3Y | +11.6% | +68.9% | -57.3% | +5.3% |
| 5Y | +22.6% | -78.9% | +101.5% | +30.8% |
| All | +106.9% | +365.4% | -258.5% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling