+17.6%
MCD vs SNY
+9.4%
+8.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -3.3% | +2.1% | -0.7% |
| 30D | -7.8% | -2.2% | -5.6% | -7.5% |
| 3M | -10.7% | -3.0% | -7.7% | -10.3% |
| 6M | -21.3% | +2.7% | -24.0% | -21.6% |
| YTD | -15.8% | -6.8% | -8.9% | -15.1% |
| 1Y | -16.0% | -5.3% | -10.8% | -15.6% |
| 3Y | -3.0% | -9.8% | +6.8% | -2.7% |
| All | +17.6% | +9.4% | +8.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling