+25.2%
MCD vs SPMO
+109.7%
-84.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +1.2% |
| 7D | +5.9% | -1.9% | +7.9% | +6.2% |
| 30D | +19.6% | -14.1% | +33.7% | +22.1% |
| 3M | +3.3% | -13.1% | +16.4% | +5.1% |
| 6M | +3.5% | -9.4% | +12.9% | +3.6% |
| YTD | -6.1% | +9.5% | -15.6% | -10.7% |
| 1Y | -3.7% | +10.5% | -14.2% | -8.7% |
| 3Y | +13.4% | +124.4% | -111.0% | -22.0% |
| 5Y | +25.2% | +110.5% | -85.4% | -11.9% |
| All | +25.2% | +109.7% | -84.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling