+213.3%
MCD vs SFM
+138.5%
+74.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +7.3% | -6.9% | +14.2% | +7.9% |
| 30D | +20.0% | -25.0% | +44.9% | +22.4% |
| 3M | +3.8% | -42.7% | +46.5% | +8.3% |
| 6M | +3.8% | -41.0% | +44.8% | +7.7% |
| YTD | -5.9% | -38.7% | +32.8% | -2.9% |
| 1Y | -3.2% | -38.1% | +34.9% | -0.3% |
| 3Y | +13.3% | +19.3% | -6.1% | +7.6% |
| 5Y | +25.2% | +103.1% | -77.9% | +11.7% |
| 10Y | +213.3% | +131.1% | +82.3% | +174.4% |
| All | +213.3% | +138.5% | +74.8% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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