+6,511.4%
MCD vs SO
+6,337.0%
+174.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +8.0% | +0.4% | +7.7% | +7.9% |
| 30D | +19.6% | +9.2% | +10.4% | +16.0% |
| 3M | +2.2% | +1.1% | +1.1% | +1.8% |
| 6M | -1.1% | -1.1% | -0.1% | -0.9% |
| YTD | -7.2% | +9.7% | -16.9% | -10.3% |
| 1Y | -6.7% | +5.5% | -12.2% | -8.7% |
| 3Y | +11.6% | +47.0% | -35.5% | -2.9% |
| 5Y | +22.6% | +77.6% | -54.9% | -0.7% |
| 10Y | +218.4% | +181.0% | +37.4% | +118.2% |
| All | +6,511.4% | +6,337.0% | +174.3% | +1,454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling