+193.4%
MCD vs SM
+18.0%
+175.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +9.4% | -11.0% | -2.0% |
| 30D | +14.1% | -14.4% | +28.5% | +14.7% |
| 3M | +0.6% | +1.6% | -0.9% | +0.3% |
| 6M | 0.0% | +6.3% | -6.3% | -0.8% |
| YTD | -9.3% | +78.8% | -88.1% | -12.4% |
| 1Y | -9.3% | +83.1% | -92.4% | -12.6% |
| 3Y | +8.6% | -5.9% | +14.5% | +6.8% |
| 5Y | +21.9% | +4.8% | +17.1% | +17.2% |
| All | +193.4% | +18.0% | +175.4% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling