+23.3%
MCD vs SOUN
-55.6%
+79.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.3% |
| 7D | +7.3% | -6.1% | +13.3% | +7.3% |
| 30D | +20.0% | -28.2% | +48.2% | +20.2% |
| 3M | +3.8% | -48.1% | +51.9% | +4.3% |
| 6M | +3.8% | -56.4% | +60.2% | +4.3% |
| YTD | -5.9% | -61.2% | +55.3% | -5.3% |
| 1Y | -3.2% | -73.1% | +69.9% | -2.4% |
| 3Y | +13.3% | +116.2% | -102.9% | +11.2% |
| All | +23.3% | -55.6% | +79.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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