-5.7%
MCD vs SITM
+41.1%
-46.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.1% |
| 7D | +7.3% | -0.1% | +7.4% | +7.4% |
| 30D | +20.0% | -27.4% | +47.4% | +18.9% |
| 3M | +3.8% | -35.6% | +39.4% | +2.7% |
| 6M | +3.8% | -46.6% | +50.4% | +3.0% |
| YTD | -5.9% | +25.8% | -31.7% | -8.0% |
| All | -5.7% | +41.1% | -46.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling