-1.2%
MCD vs SITM
+395.0%
-396.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.1% | -1.4% |
| 7D | -2.8% | +9.7% | -12.5% | -2.6% |
| 30D | -6.0% | +12.7% | -18.7% | -5.7% |
| 3M | -5.6% | -13.4% | +7.8% | -5.6% |
| 6M | -21.9% | +59.6% | -81.5% | -21.2% |
| YTD | -14.7% | +73.3% | -88.0% | -13.9% |
| 1Y | -17.3% | +165.5% | -182.8% | -16.0% |
| All | -1.2% | +395.0% | -396.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling