+0.3%
MCD vs SN
+671.3%
-671.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.7% |
| 7D | -1.6% | +1.5% | -3.2% | -1.7% |
| 30D | +14.1% | +21.5% | -7.4% | +13.3% |
| 3M | +0.6% | +20.0% | -19.4% | -0.1% |
| 6M | 0.0% | +119.9% | -119.9% | -2.3% |
| YTD | -9.3% | +102.3% | -111.6% | -11.3% |
| 1Y | -9.3% | +148.0% | -157.3% | -11.6% |
| 3Y | +8.6% | +450.0% | -441.4% | +0.9% |
| All | +0.3% | +671.3% | -671.0% | -7.0% |
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