+66.9%
MCD vs SITM
+3,535.1%
-3,468.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -2.9% |
| 7D | -1.9% | +17.2% | -19.1% | -2.6% |
| 30D | +16.6% | -17.1% | +33.7% | +17.2% |
| 3M | +0.9% | -29.2% | +30.1% | +1.9% |
| 6M | +1.5% | -47.6% | +49.0% | +3.4% |
| YTD | -8.3% | +33.8% | -42.1% | -11.8% |
| 1Y | -8.1% | +54.1% | -62.2% | -12.4% |
| 3Y | +10.3% | +337.6% | -327.2% | -6.4% |
| 5Y | +23.4% | +89.7% | -66.3% | +7.0% |
| All | +66.9% | +3,535.1% | -3,468.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling