+1.9%
MCD vs SN
+659.6%
-657.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | +7.1% | +7.2% | -0.1% | +6.8% |
| 30D | +19.8% | +20.4% | -0.6% | +19.0% |
| 3M | +0.8% | +23.9% | -23.1% | 0.0% |
| 6M | -1.3% | +93.0% | -94.4% | -3.3% |
| YTD | -7.8% | +99.2% | -107.0% | -9.8% |
| 1Y | -5.0% | +142.6% | -147.6% | -7.3% |
| 3Y | +10.5% | +398.8% | -388.2% | +3.1% |
| All | +1.9% | +659.6% | -657.6% | -5.4% |
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