+8.6%
MCD vs SMR
+125.1%
-116.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -1.6% | -8.3% | +6.6% | -1.7% |
| 30D | +14.1% | -20.1% | +34.2% | +14.0% |
| 3M | +0.6% | -52.7% | +53.3% | +0.1% |
| 6M | 0.0% | -61.0% | +61.1% | -0.4% |
| YTD | -9.3% | -67.1% | +57.8% | -9.8% |
| 1Y | -9.3% | -79.9% | +70.6% | -10.0% |
| 3Y | +8.6% | +101.7% | -93.1% | +12.1% |
| All | +8.6% | +125.1% | -116.5% | +12.1% |
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