+211.3%
MCD vs SPGI
+335.6%
-124.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +5.9% | -0.9% | +6.8% | +6.3% |
| 30D | +19.6% | +15.5% | +4.1% | +13.4% |
| 3M | +3.3% | +15.7% | -12.4% | -2.4% |
| 6M | +3.5% | +19.1% | -15.6% | -3.7% |
| YTD | -6.1% | -4.1% | -2.1% | -6.0% |
| 1Y | -3.7% | +1.2% | -4.9% | -5.7% |
| 3Y | +13.4% | +31.6% | -18.2% | -2.6% |
| 5Y | +25.2% | +12.4% | +12.7% | +13.2% |
| 10Y | +211.3% | +334.3% | -123.0% | +66.1% |
| All | +211.3% | +335.6% | -124.4% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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