+66.2%
MCD vs SITM
+3,519.6%
-3,453.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.6% | +32.5% | -34.1% | -2.8% |
| 30D | +16.0% | -18.8% | +34.9% | +16.8% |
| 3M | 0.0% | -30.9% | +30.8% | +1.0% |
| 6M | +0.9% | -44.5% | +45.4% | +2.6% |
| YTD | -8.7% | +33.2% | -41.9% | -12.1% |
| 1Y | -8.6% | +53.8% | -62.4% | -12.8% |
| 3Y | +9.9% | +335.7% | -325.8% | -6.8% |
| 5Y | +22.6% | +84.6% | -62.0% | +6.6% |
| All | +66.2% | +3,519.6% | -3,453.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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