+1.3%
MCD vs SN
+673.1%
-671.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.9% | +3.5% | -5.4% | -2.1% |
| 30D | +16.6% | +19.4% | -2.8% | +15.9% |
| 3M | +0.9% | +20.9% | -20.0% | +0.2% |
| 6M | +1.5% | +111.1% | -109.6% | -0.8% |
| YTD | -8.3% | +102.8% | -111.1% | -10.4% |
| 1Y | -8.1% | +146.2% | -154.3% | -10.5% |
| 3Y | +10.3% | +441.4% | -431.1% | +2.6% |
| All | +1.3% | +673.1% | -671.8% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling