-3.9%
MCD vs SMR
-87.0%
+83.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.5% | +11.0% | +6.4% |
| 7D | +11.9% | -9.5% | +21.4% | +11.6% |
| 30D | +20.2% | -33.2% | +53.4% | +19.3% |
| 3M | +5.2% | -45.9% | +51.1% | +4.1% |
| 6M | 0.0% | -57.9% | +57.9% | -1.0% |
| YTD | -6.5% | -63.8% | +57.3% | -8.0% |
| 1Y | -3.9% | -85.6% | +81.7% | -2.5% |
| All | -3.9% | -87.0% | +83.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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