+8.6%
MCD vs SM
-3.9%
+12.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +9.4% | -11.0% | -1.3% |
| 30D | +14.1% | -14.4% | +28.5% | +13.7% |
| 3M | +0.6% | +1.6% | -0.9% | +0.7% |
| 6M | 0.0% | +6.3% | -6.3% | +0.1% |
| YTD | -9.3% | +78.8% | -88.1% | -9.1% |
| 1Y | -9.3% | +83.1% | -92.4% | -9.1% |
| 3Y | +8.6% | -5.9% | +14.5% | +6.4% |
| All | +8.6% | -3.9% | +12.6% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling