-17.3%
MCD vs SM
+36.8%
-54.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -6.0% | +25.6% | -31.6% | -5.1% |
| 3M | -5.6% | +8.0% | -13.6% | -5.2% |
| 6M | -21.9% | +50.8% | -72.6% | -21.5% |
| YTD | -14.7% | +97.9% | -112.6% | -15.2% |
| 1Y | -17.3% | +33.8% | -51.1% | -18.0% |
| All | -17.3% | +36.8% | -54.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling