+20.4%
MCD vs SITM
+168.3%
-147.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.1% |
| 7D | -2.0% | +8.4% | -10.4% | -2.1% |
| 30D | -6.1% | -17.4% | +11.3% | -6.0% |
| 3M | -7.3% | -9.8% | +2.6% | -7.3% |
| 6M | -20.9% | +83.0% | -103.9% | -22.1% |
| YTD | -14.7% | +69.6% | -84.2% | -15.9% |
| 1Y | -16.1% | +144.9% | -161.0% | -18.1% |
| 3Y | -1.5% | +429.9% | -431.4% | -8.1% |
| 5Y | +20.4% | +169.2% | -148.7% | +10.9% |
| All | +20.4% | +168.3% | -147.8% | +10.9% |
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 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