+10.5%
MCD vs SMR
+43.9%
-33.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.2% | -16.8% | -0.4% |
| 7D | +7.1% | -9.6% | +16.7% | +7.1% |
| 30D | +19.8% | -33.8% | +53.5% | +19.5% |
| 3M | +0.8% | -46.4% | +47.2% | +0.5% |
| 6M | -1.3% | -62.4% | +61.1% | -1.7% |
| YTD | -7.8% | -64.1% | +56.4% | -8.1% |
| 1Y | -5.0% | -84.3% | +79.4% | -5.6% |
| 3Y | +10.5% | +55.8% | -45.3% | +11.4% |
| All | +10.5% | +43.9% | -33.4% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling