+178.1%
MCD vs SM
+5.6%
+172.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -6.0% | +26.3% | -32.3% | -7.0% |
| 3M | -5.6% | +8.7% | -14.3% | -6.1% |
| 6M | -21.9% | +51.7% | -73.5% | -23.7% |
| YTD | -14.7% | +99.0% | -113.7% | -17.9% |
| 1Y | -17.3% | +34.6% | -51.9% | -19.0% |
| 3Y | -2.2% | -7.8% | +5.6% | -3.5% |
| 5Y | +20.3% | +104.8% | -84.5% | +11.8% |
| All | +178.1% | +5.6% | +172.5% | +111.7% |
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