+195.2%
MCD vs SGI
+318.6%
-123.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | -1.6% | -10.7% | +9.1% | +0.3% |
| 30D | +16.0% | -3.6% | +19.6% | +16.7% |
| 3M | 0.0% | -5.4% | +5.4% | +0.7% |
| 6M | +0.9% | -7.0% | +8.0% | +1.6% |
| YTD | -8.7% | -31.6% | +22.9% | -3.9% |
| 1Y | -8.6% | -33.5% | +25.0% | -3.3% |
| 3Y | +9.9% | +66.5% | -56.6% | -3.5% |
| 5Y | +22.6% | +42.2% | -19.5% | +7.4% |
| All | +195.2% | +318.6% | -123.3% | +87.7% |
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