+25.2%
MCD vs SO
+78.2%
-52.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| 3M | +3.8% | +3.4% | +0.4% | +2.4% |
| 6M | +3.8% | +3.7% | 0.0% | +2.2% |
| YTD | -5.9% | +10.0% | -15.9% | -9.5% |
| 1Y | -3.2% | +6.6% | -9.8% | -5.9% |
| 3Y | +13.3% | +52.5% | -39.2% | -3.8% |
| 5Y | +25.2% | +76.1% | -50.8% | -0.2% |
| All | +25.2% | +78.2% | -52.9% | -0.2% |
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