+211.3%
MCD vs SO
+184.0%
+27.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.2% |
| 7D | +5.9% | -1.1% | +7.0% | +6.4% |
| 30D | +19.6% | +8.6% | +11.1% | +15.6% |
| 3M | +3.3% | +1.8% | +1.5% | +2.4% |
| 6M | +3.5% | +3.6% | -0.1% | +1.9% |
| YTD | -6.1% | +9.9% | -16.1% | -10.1% |
| 1Y | -3.7% | +5.7% | -9.4% | -6.2% |
| 3Y | +13.4% | +52.5% | -39.1% | -5.9% |
| 5Y | +25.2% | +77.3% | -52.2% | -3.8% |
| 10Y | +211.3% | +186.8% | +24.5% | +108.5% |
| All | +211.3% | +184.0% | +27.3% | +108.5% |
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