-1.2%
MCD vs SMR
+65.0%
-66.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.8% | +4.4% | -7.2% | -2.8% |
| 30D | -6.0% | +3.4% | -9.4% | -6.0% |
| 3M | -5.6% | -19.2% | +13.6% | -5.6% |
| 6M | -21.9% | -22.6% | +0.8% | -21.8% |
| YTD | -14.7% | -31.5% | +16.8% | -14.7% |
| 1Y | -17.3% | -73.1% | +55.8% | -17.5% |
| All | -1.2% | +65.0% | -66.2% | -1.2% |
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