+22.7%
MCD vs SO
+75.0%
-52.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.7% |
| 30D | +19.8% | +8.1% | +11.7% | +16.2% |
| 3M | +0.8% | +0.2% | +0.6% | +0.6% |
| 6M | -1.3% | +0.4% | -1.7% | -1.6% |
| YTD | -7.8% | +8.5% | -16.2% | -10.9% |
| 1Y | -5.0% | +4.9% | -9.9% | -7.0% |
| 3Y | +10.5% | +47.9% | -37.4% | -5.0% |
| All | +22.7% | +75.0% | -52.3% | -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