+248.9%
MCD vs SPMO
+504.7%
-255.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -4.0% |
| 7D | -1.9% | +1.8% | -3.7% | -2.8% |
| 30D | +16.6% | -10.0% | +26.6% | +20.9% |
| 3M | +0.9% | -9.4% | +10.3% | +4.2% |
| 6M | +1.5% | -7.7% | +9.2% | +2.3% |
| YTD | -8.3% | +13.3% | -21.7% | -16.4% |
| 1Y | -8.1% | +12.7% | -20.8% | -16.2% |
| 3Y | +10.3% | +127.5% | -117.2% | -33.4% |
| 5Y | +23.4% | +119.7% | -96.2% | -24.7% |
| 10Y | +205.9% | +469.5% | -263.5% | +17.5% |
| All | +248.9% | +504.7% | -255.8% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling