+193.4%
MCD vs SPGI
+333.9%
-140.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -1.6% | +1.2% | -2.9% | -2.1% |
| 30D | +14.1% | +15.9% | -1.8% | +8.0% |
| 3M | +0.6% | +12.3% | -11.7% | -3.8% |
| 6M | 0.0% | +23.7% | -23.7% | -8.2% |
| YTD | -9.3% | -3.5% | -5.7% | -9.4% |
| 1Y | -9.3% | +0.4% | -9.7% | -10.9% |
| 3Y | +8.6% | +29.9% | -21.3% | -6.1% |
| 5Y | +21.9% | +15.2% | +6.7% | +9.0% |
| All | +193.4% | +333.9% | -140.4% | +56.5% |
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