-21.9%
MCD vs SM
+58.1%
-80.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -6.0% | +26.3% | -32.3% | -4.0% |
| 3M | -5.6% | +8.7% | -14.3% | -5.1% |
| 6M | -21.9% | +51.7% | -73.5% | -20.5% |
| All | -21.9% | +58.1% | -80.0% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling