+21.6%
MCD vs SO
+58.2%
-36.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -6.0% | -4.6% | -1.4% | -4.4% |
| 3M | -5.6% | -3.0% | -2.5% | -4.5% |
| 6M | -21.9% | -8.3% | -13.6% | -19.4% |
| YTD | -14.7% | +3.5% | -18.2% | -16.0% |
| 1Y | -17.3% | -0.9% | -16.3% | -17.2% |
| 3Y | -2.2% | +45.4% | -47.5% | -15.1% |
| All | +21.6% | +58.2% | -36.6% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling