+55.3%
MCD vs SITM
+4,608.4%
-4,553.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.1% | -1.8% |
| 7D | -2.8% | +9.7% | -12.5% | -3.2% |
| 30D | -6.0% | +12.7% | -18.7% | -6.8% |
| 3M | -5.6% | -13.4% | +7.8% | -5.6% |
| 6M | -21.9% | +59.6% | -81.5% | -24.8% |
| YTD | -14.7% | +73.3% | -88.0% | -18.5% |
| 1Y | -17.3% | +165.5% | -182.8% | -23.4% |
| 3Y | -2.2% | +368.7% | -370.9% | -16.4% |
| 5Y | +20.3% | +172.5% | -152.2% | +1.7% |
| All | +55.3% | +4,608.4% | -4,553.1% | -14.5% |
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