-8.1%
MCD vs SGI
-32.6%
+24.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -1.9% | -10.5% | +8.6% | -0.5% |
| 30D | +16.6% | +0.1% | +16.5% | +16.7% |
| 3M | +0.9% | -4.0% | +4.9% | +1.3% |
| 6M | +1.5% | -5.6% | +7.1% | +2.0% |
| YTD | -8.3% | -29.5% | +21.2% | -7.6% |
| 1Y | -8.1% | -31.5% | +23.4% | -7.4% |
| All | -8.1% | -32.6% | +24.4% | -7.4% |
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