-3.2%
MCD vs SPG
+33.1%
-36.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | 0.0% |
| 7D | +7.3% | +5.6% | +1.7% | +5.1% |
| 30D | +20.0% | +17.6% | +2.4% | +13.7% |
| 3M | +3.8% | +7.5% | -3.6% | +0.7% |
| 6M | +3.8% | +18.5% | -14.8% | -1.7% |
| YTD | -5.9% | +30.9% | -36.8% | -14.0% |
| 1Y | -3.2% | +34.1% | -37.3% | -13.1% |
| All | -3.2% | +33.1% | -36.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling