+205.9%
MCD vs SPG
+116.4%
+89.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | +2.7% | -4.7% | -2.5% |
| 30D | +16.6% | +16.6% | +0.1% | +12.7% |
| 3M | +0.9% | +8.1% | -7.1% | -0.8% |
| 6M | +1.5% | +19.3% | -17.9% | -2.6% |
| YTD | -8.3% | +31.1% | -39.4% | -13.9% |
| 1Y | -8.1% | +32.8% | -40.9% | -14.0% |
| 3Y | +10.3% | +135.8% | -125.5% | -10.4% |
| 5Y | +23.4% | +85.1% | -61.7% | +4.3% |
| 10Y | +205.9% | +115.9% | +90.0% | +127.3% |
| All | +205.9% | +116.4% | +89.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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