+1,606.3%
MCD vs SNY
+242.6%
+1,363.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.9% | -3.6% | +0.8% | -1.9% |
| 30D | -6.7% | -1.4% | -5.3% | -6.4% |
| 3M | -9.6% | -4.2% | -5.4% | -8.7% |
| 6M | -22.3% | +2.0% | -24.3% | -22.9% |
| YTD | -15.4% | -6.7% | -8.8% | -14.2% |
| 1Y | -16.8% | -4.7% | -12.1% | -16.3% |
| 3Y | -2.4% | -8.1% | +5.7% | -3.0% |
| 5Y | +19.4% | +8.2% | +11.1% | +11.8% |
| 10Y | +181.3% | +64.8% | +116.5% | +130.9% |
| All | +1,606.3% | +242.6% | +1,363.8% | +937.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling