+105.8%
MCD vs SE
+366.0%
-260.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | +2.0% | +5.1% | +7.0% |
| 30D | +19.8% | -20.0% | +39.8% | +21.1% |
| 3M | +0.8% | -31.8% | +32.6% | +2.7% |
| 6M | -1.3% | -15.9% | +14.6% | -0.7% |
| YTD | -7.8% | -40.6% | +32.9% | -5.8% |
| 1Y | -5.0% | -50.7% | +45.7% | -2.0% |
| 3Y | +10.5% | +70.3% | -59.7% | +4.3% |
| 5Y | +22.0% | -78.8% | +100.8% | +30.1% |
| All | +105.8% | +366.0% | -260.3% | +60.6% |
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