+2.5%
MCD vs SN
+639.7%
-637.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +8.0% | +3.8% | +4.2% | +7.9% |
| 30D | +19.6% | +17.5% | +2.1% | +18.9% |
| 3M | +2.2% | +19.2% | -17.0% | +1.5% |
| 6M | -1.1% | +84.9% | -86.1% | -3.0% |
| YTD | -7.2% | +94.0% | -101.3% | -9.2% |
| 1Y | -6.7% | +151.3% | -158.0% | -9.0% |
| 3Y | +11.6% | +387.1% | -375.5% | +4.2% |
| All | +2.5% | +639.7% | -637.2% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling