-8.6%
MCD vs SMR
-82.2%
+73.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.6% |
| 7D | -1.6% | +10.3% | -11.9% | -1.3% |
| 30D | +16.0% | -25.7% | +41.8% | +15.3% |
| 3M | 0.0% | -49.7% | +49.7% | -1.4% |
| 6M | +0.9% | -59.8% | +60.8% | -0.4% |
| YTD | -8.7% | -66.0% | +57.3% | -10.4% |
| 1Y | -8.6% | -81.4% | +72.9% | -11.0% |
| All | -8.6% | -82.2% | +73.6% | -11.0% |
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