+21.6%
MCD vs SGI
+60.4%
-38.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | +8.5% | -11.4% | -3.6% |
| 30D | -6.0% | +0.7% | -6.7% | -6.1% |
| 3M | -5.6% | +0.6% | -6.2% | -5.8% |
| 6M | -21.9% | -17.9% | -3.9% | -20.7% |
| YTD | -14.7% | -21.2% | +6.5% | -13.3% |
| 1Y | -17.3% | -18.9% | +1.6% | -16.3% |
| 3Y | -2.2% | +52.6% | -54.8% | -8.5% |
| All | +21.6% | +60.4% | -38.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling