-1.5%
MCD vs SPMO
+161.5%
-163.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.0% |
| 30D | -6.1% | +0.5% | -6.7% | -6.1% |
| 3M | -7.3% | +1.9% | -9.2% | -7.4% |
| 6M | -20.9% | +27.8% | -48.8% | -22.6% |
| YTD | -14.7% | +26.7% | -41.3% | -16.5% |
| 1Y | -16.1% | +28.9% | -45.0% | -18.1% |
| 3Y | -1.5% | +160.7% | -162.2% | -19.5% |
| All | -1.5% | +161.5% | -163.1% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling