+18.6%
MCD vs SMR
+11.2%
+7.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.2% | +0.1% |
| 7D | -2.0% | +21.4% | -23.4% | -1.9% |
| 30D | -6.1% | +13.8% | -20.0% | -6.0% |
| 3M | -7.3% | +3.9% | -11.2% | -7.1% |
| 6M | -20.9% | -4.2% | -16.7% | -20.8% |
| YTD | -14.7% | -21.1% | +6.4% | -14.6% |
| 1Y | -16.1% | -67.1% | +51.0% | -16.2% |
| 3Y | -1.5% | +88.9% | -90.4% | -1.1% |
| All | +18.6% | +11.2% | +7.4% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling