+3,417.0%
MCD vs SPG
+5,256.9%
-1,839.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | -6.0% | -6.8% | +0.8% | -4.6% |
| 3M | -5.6% | +2.7% | -8.3% | -6.2% |
| 6M | -21.9% | +5.5% | -27.3% | -22.8% |
| YTD | -14.7% | +15.7% | -30.4% | -17.5% |
| 1Y | -17.3% | +20.9% | -38.1% | -20.7% |
| 3Y | -2.2% | +112.4% | -114.5% | -17.6% |
| 5Y | +20.3% | +101.4% | -81.1% | +0.9% |
| 10Y | +180.7% | +60.6% | +120.1% | +125.4% |
| All | +3,417.0% | +5,256.9% | -1,839.9% | +1,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling