+295.2%
MCD vs SFM
+40.3%
+254.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.2% |
| 7D | +7.1% | -1.2% | +8.3% | +7.2% |
| 30D | +19.8% | -24.8% | +44.5% | +22.0% |
| 3M | +0.8% | -43.7% | +44.5% | +4.9% |
| 6M | -1.3% | -37.3% | +35.9% | +1.7% |
| YTD | -7.8% | -38.4% | +30.6% | -5.1% |
| 1Y | -5.0% | -36.9% | +32.0% | -2.4% |
| 3Y | +10.5% | +20.7% | -10.1% | +5.9% |
| 5Y | +22.0% | +103.5% | -81.5% | +10.8% |
| 10Y | +216.7% | +139.7% | +76.9% | +179.4% |
| All | +295.2% | +40.3% | +254.9% | +252.7% |
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