+4,240.5%
MCD vs SM
+1,608.3%
+2,632.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -5.6% | +8.7% | -14.3% | -6.3% |
| 6M | -21.9% | +51.7% | -73.5% | -24.2% |
| YTD | -14.7% | +99.0% | -113.7% | -18.7% |
| 1Y | -17.3% | +34.6% | -51.9% | -19.4% |
| 3Y | -2.2% | -7.8% | +5.6% | -3.9% |
| 5Y | +20.3% | +104.8% | -84.5% | +9.9% |
| 10Y | +180.7% | +7.2% | +173.5% | +126.3% |
| All | +4,240.5% | +1,608.3% | +2,632.2% | +2,710.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling