+30.5%
MCD vs SMR
-45.9%
+76.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | +1.8% |
| 7D | +5.9% | +1.7% | +4.3% | +6.0% |
| 30D | +19.6% | -24.4% | +44.1% | +19.5% |
| 3M | +3.3% | -44.6% | +47.9% | +3.0% |
| 6M | +3.5% | -56.7% | +60.1% | +3.2% |
| YTD | -6.1% | -61.6% | +55.5% | -6.4% |
| 1Y | -3.7% | -82.1% | +78.4% | -4.1% |
| 3Y | +13.4% | +161.5% | -148.2% | +13.0% |
| All | +30.5% | -45.9% | +76.4% | +33.4% |
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