-8.1%
MCD vs SM
+72.9%
-81.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -2.1% |
| 7D | -1.9% | +0.3% | -2.3% | -1.8% |
| 30D | +16.6% | -17.3% | +33.9% | +15.1% |
| 3M | +0.9% | -3.6% | +4.5% | +0.6% |
| 6M | +1.5% | +2.9% | -1.4% | +1.2% |
| YTD | -8.3% | +70.2% | -78.5% | -10.6% |
| 1Y | -8.1% | +66.5% | -74.6% | -10.5% |
| All | -8.1% | +72.9% | -81.1% | -10.5% |
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