+265.4%
MCD vs SFM
+132.6%
+132.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -6.0% | -4.4% | -1.6% | -5.7% |
| 3M | -5.6% | +1.5% | -7.1% | -5.8% |
| 6M | -21.9% | +6.5% | -28.3% | -22.5% |
| YTD | -14.7% | +2.2% | -16.9% | -15.2% |
| 1Y | -17.3% | -41.9% | +24.6% | -14.4% |
| 3Y | -2.2% | +106.8% | -108.9% | -9.8% |
| 5Y | +20.3% | +231.6% | -211.3% | +5.6% |
| 10Y | +180.7% | +258.4% | -77.7% | +140.1% |
| All | +265.4% | +132.6% | +132.8% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling