+193.4%
MCD vs SO
+197.2%
-3.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | +14.1% | +4.7% | +9.4% | +11.9% |
| 3M | +0.6% | +1.7% | -1.1% | -0.2% |
| 6M | 0.0% | +2.2% | -2.1% | -1.0% |
| YTD | -9.3% | +10.0% | -19.2% | -13.1% |
| 1Y | -9.3% | +6.0% | -15.3% | -11.9% |
| 3Y | +8.6% | +54.1% | -45.5% | -10.3% |
| 5Y | +21.9% | +79.6% | -57.7% | -6.9% |
| All | +193.4% | +197.2% | -3.7% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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