+3.8%
MCD vs SN
+681.9%
-678.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.7% |
| 7D | +5.9% | +7.6% | -1.7% | +5.6% |
| 30D | +19.6% | +24.1% | -4.4% | +18.7% |
| 3M | +3.3% | +23.7% | -20.4% | +2.4% |
| 6M | +3.5% | +105.5% | -102.0% | +1.2% |
| YTD | -6.1% | +105.1% | -111.2% | -8.3% |
| 1Y | -3.7% | +148.3% | -151.9% | -6.2% |
| 3Y | +13.4% | +438.7% | -425.3% | +5.4% |
| All | +3.8% | +681.9% | -678.2% | -3.8% |
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