-5.0%
MCD vs SGI
-23.3%
+18.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.2% |
| 7D | +7.1% | +1.0% | +6.2% | +7.1% |
| 30D | +19.8% | +3.9% | +15.9% | +19.3% |
| 3M | +0.8% | -0.8% | +1.6% | +0.8% |
| 6M | -1.3% | -18.0% | +16.6% | -0.1% |
| YTD | -7.8% | -27.6% | +19.9% | -7.3% |
| 1Y | -5.0% | -27.2% | +22.3% | -4.5% |
| All | -5.0% | -23.3% | +18.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling