-9.3%
MCD vs SPMO
+11.2%
-20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.9% |
| 7D | -1.6% | +6.3% | -8.0% | -0.4% |
| 30D | +14.1% | -8.9% | +23.0% | +11.9% |
| 3M | +0.6% | -13.2% | +13.8% | -2.2% |
| 6M | 0.0% | -9.3% | +9.3% | -2.3% |
| YTD | -9.3% | +11.6% | -20.8% | -11.6% |
| 1Y | -9.3% | +13.4% | -22.7% | -11.1% |
| All | -9.3% | +11.2% | -20.5% | -11.1% |
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