-6.0%
MCD vs SOLS
+23.7%
-29.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.3% |
| 7D | +7.3% | +5.3% | +2.0% | +7.3% |
| 30D | +20.0% | +6.0% | +14.0% | +19.9% |
| 3M | +3.8% | +7.9% | -4.1% | +3.7% |
| 6M | +3.8% | -16.7% | +20.5% | +3.8% |
| YTD | -5.9% | +34.3% | -40.1% | -9.6% |
| 1Y | -3.2% | +38.2% | -41.5% | -7.4% |
| All | -6.0% | +23.7% | -29.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling