-15.5%
MCD vs SOLS
+20.3%
-35.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -2.9% | +3.7% | -6.6% | -2.9% |
| 30D | -6.7% | +5.0% | -11.7% | -6.8% |
| 3M | -9.6% | -21.1% | +11.5% | -9.2% |
| 6M | -22.3% | -14.2% | -8.1% | -22.5% |
| YTD | -15.4% | +30.6% | -46.1% | -18.8% |
| All | -15.5% | +20.3% | -35.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling