+5,979.9%
MCD vs SO
+5,976.4%
+3.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -6.0% | -4.6% | -1.4% | -4.5% |
| 3M | -5.6% | -3.0% | -2.5% | -4.6% |
| 6M | -21.9% | -8.3% | -13.6% | -19.6% |
| YTD | -14.7% | +3.5% | -18.2% | -15.9% |
| 1Y | -17.3% | -0.9% | -16.3% | -17.3% |
| 3Y | -2.2% | +45.4% | -47.5% | -14.5% |
| 5Y | +20.3% | +59.6% | -39.3% | +0.9% |
| 10Y | +180.7% | +156.6% | +24.1% | +98.1% |
| All | +5,979.9% | +5,976.4% | +3.6% | +1,358.3% |
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