+25.2%
MCD vs SITM
+63.2%
-38.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.6% | -7.8% | +1.8% |
| 7D | +5.9% | +9.4% | -3.4% | +5.9% |
| 30D | +19.6% | -25.4% | +45.0% | +19.8% |
| 3M | +3.3% | -37.0% | +40.2% | +3.5% |
| 6M | +3.5% | -45.1% | +48.6% | +3.8% |
| YTD | -6.1% | +29.4% | -35.5% | -7.2% |
| 1Y | -3.7% | +39.8% | -43.5% | -5.0% |
| 3Y | +13.4% | +328.2% | -314.9% | +6.0% |
| 5Y | +25.2% | +87.4% | -62.2% | +17.3% |
| All | +25.2% | +63.2% | -38.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling