+71.4%
MCD vs SITM
+3,318.8%
-3,247.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.4% |
| 7D | +7.3% | -0.1% | +7.4% | +7.1% |
| 30D | +20.0% | -27.4% | +47.4% | +21.3% |
| 3M | +3.8% | -35.6% | +39.4% | +5.3% |
| 6M | +3.8% | -46.6% | +50.4% | +5.6% |
| YTD | -5.9% | +25.8% | -31.7% | -9.2% |
| 1Y | -3.2% | +38.2% | -41.5% | -7.3% |
| 3Y | +13.3% | +311.5% | -298.2% | -3.6% |
| 5Y | +25.2% | +94.6% | -69.4% | +7.7% |
| All | +71.4% | +3,318.8% | -3,247.5% | -4.8% |
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