-3.2%
MCD vs SPMO
+9.0%
-12.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +7.3% | -2.6% | +9.9% | +6.6% |
| 30D | +20.0% | -14.2% | +34.2% | +16.1% |
| 3M | +3.8% | -12.7% | +16.5% | +1.0% |
| 6M | +3.8% | -9.6% | +13.3% | +1.0% |
| YTD | -5.9% | +9.3% | -15.2% | -8.4% |
| 1Y | -3.2% | +8.2% | -11.5% | -6.0% |
| All | -3.2% | +9.0% | -12.2% | -6.0% |
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