+4,619.9%
MCD vs SM
+1,289.1%
+3,330.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.5% |
| 7D | +8.0% | -25.1% | +33.2% | +9.6% |
| 30D | +19.6% | -15.6% | +35.2% | +20.5% |
| 3M | +2.2% | +2.7% | -0.5% | +1.7% |
| 6M | -1.1% | -3.8% | +2.7% | -1.6% |
| YTD | -7.2% | +61.8% | -69.1% | -10.8% |
| 1Y | -6.7% | +71.4% | -78.1% | -10.6% |
| 3Y | +11.6% | -20.7% | +32.3% | +10.3% |
| 5Y | +22.6% | -11.5% | +34.2% | +18.0% |
| 10Y | +218.4% | +10.2% | +208.2% | +155.4% |
| All | +4,619.9% | +1,289.1% | +3,330.8% | +2,984.2% |
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