+213.3%
MCD vs SO
+188.2%
+25.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +20.0% | +8.7% | +11.3% | +15.8% |
| 3M | +3.8% | +3.4% | +0.4% | +2.3% |
| 6M | +3.8% | +3.7% | 0.0% | +2.1% |
| YTD | -5.9% | +10.0% | -15.9% | -9.9% |
| 1Y | -3.2% | +6.6% | -9.8% | -6.1% |
| 3Y | +13.3% | +52.5% | -39.2% | -6.0% |
| 5Y | +25.2% | +76.1% | -50.8% | -3.5% |
| 10Y | +213.3% | +194.9% | +18.5% | +108.4% |
| All | +213.3% | +188.2% | +25.1% | +108.4% |
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