-3.9%
MCD vs SN
+156.5%
-160.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +6.1% |
| 7D | +11.9% | +10.6% | +1.2% | +10.7% |
| 30D | +20.2% | +20.0% | +0.2% | +18.2% |
| 3M | +5.2% | +30.4% | -25.2% | +2.4% |
| 6M | 0.0% | +91.0% | -91.0% | -5.3% |
| YTD | -6.5% | +95.9% | -102.5% | -12.0% |
| 1Y | -3.9% | +158.9% | -162.8% | -9.3% |
| All | -3.9% | +156.5% | -160.4% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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