+20.8%
MCD vs SFM
+116.0%
-95.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -1.6% | +6.0% | -7.7% | -2.1% |
| 30D | +14.1% | -19.5% | +33.6% | +15.7% |
| 3M | +0.6% | -37.0% | +37.6% | +4.0% |
| 6M | 0.0% | -41.0% | +41.0% | +3.8% |
| YTD | -9.3% | -34.6% | +25.4% | -6.9% |
| 1Y | -9.3% | -36.3% | +27.0% | -6.8% |
| 3Y | +8.6% | +24.5% | -15.9% | +0.7% |
| All | +20.8% | +116.0% | -95.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling