+211.3%
MCD vs SGI
+413.4%
-202.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.2% |
| 7D | +5.9% | -0.2% | +6.2% | +6.0% |
| 30D | +19.6% | +6.6% | +13.1% | +18.3% |
| 3M | +3.3% | +1.8% | +1.4% | +2.8% |
| 6M | +3.5% | -3.9% | +7.4% | +3.6% |
| YTD | -6.1% | -25.2% | +19.1% | -2.6% |
| 1Y | -3.7% | -26.7% | +23.1% | +0.2% |
| 3Y | +13.4% | +86.8% | -73.4% | -2.4% |
| 5Y | +25.2% | +56.6% | -31.5% | +7.8% |
| 10Y | +211.3% | +384.3% | -173.1% | +93.9% |
| All | +211.3% | +413.4% | -202.2% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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