+70.9%
MCD vs SITM
+3,415.8%
-3,344.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.6% | -7.8% | +1.4% |
| 7D | +5.9% | +9.4% | -3.4% | +5.4% |
| 30D | +19.6% | -25.4% | +45.0% | +20.8% |
| 3M | +3.3% | -37.0% | +40.2% | +4.8% |
| 6M | +3.5% | -45.1% | +48.6% | +5.2% |
| YTD | -6.1% | +29.4% | -35.5% | -9.5% |
| 1Y | -3.7% | +39.8% | -43.5% | -7.7% |
| 3Y | +13.4% | +328.2% | -314.9% | -3.8% |
| 5Y | +25.2% | +87.4% | -62.2% | +8.3% |
| All | +70.9% | +3,415.8% | -3,344.9% | -5.1% |
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