-3.9%
MCD vs SPMO
+11.0%
-14.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.4% | +6.3% |
| 7D | +11.9% | -8.9% | +20.7% | +9.7% |
| 30D | +20.2% | -13.8% | +34.0% | +16.7% |
| 3M | +5.2% | -12.5% | +17.7% | +2.5% |
| 6M | 0.0% | -1.5% | +1.5% | -2.1% |
| YTD | -6.5% | +11.3% | -17.8% | -8.9% |
| 1Y | -3.9% | +11.5% | -15.4% | -6.6% |
| All | -3.9% | +11.0% | -14.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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