-5.7%
MCD vs SN
+490.7%
-496.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.8% | -9.3% | +6.5% | -2.6% |
| 30D | -6.0% | -4.8% | -1.2% | -5.9% |
| 3M | -5.6% | +40.4% | -46.0% | -6.5% |
| 6M | -21.9% | +50.9% | -72.8% | -22.8% |
| YTD | -14.7% | +54.9% | -69.6% | -15.8% |
| 1Y | -17.3% | +43.0% | -60.3% | -18.3% |
| 3Y | -2.2% | +391.8% | -394.0% | -8.6% |
| All | -5.7% | +490.7% | -496.4% | -11.7% |
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