+10.5%
MCD vs SPG
+124.5%
-114.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +7.1% | +4.9% | +2.2% | +6.1% |
| 30D | +19.8% | +15.6% | +4.2% | +16.5% |
| 3M | +0.8% | +4.1% | -3.3% | -0.1% |
| 6M | -1.3% | +13.6% | -14.9% | -3.7% |
| YTD | -7.8% | +27.5% | -35.3% | -11.8% |
| 1Y | -5.0% | +32.2% | -37.2% | -9.6% |
| 3Y | +10.5% | +126.0% | -115.5% | -3.9% |
| All | +10.5% | +124.5% | -114.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling