+224.7%
MCD vs SPMO
+572.4%
-347.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.1% |
| 7D | -2.8% | +2.0% | -4.8% | -3.6% |
| 30D | -6.0% | -0.4% | -5.7% | -6.0% |
| 3M | -5.6% | -1.9% | -3.7% | -6.1% |
| 6M | -21.9% | +25.0% | -46.9% | -30.9% |
| YTD | -14.7% | +26.0% | -40.7% | -25.0% |
| 1Y | -17.3% | +28.7% | -45.9% | -28.2% |
| 3Y | -2.2% | +160.9% | -163.1% | -44.2% |
| 5Y | +20.3% | +147.9% | -127.6% | -29.9% |
| 10Y | +180.7% | +518.9% | -338.2% | +4.6% |
| All | +224.7% | +572.4% | -347.8% | +15.2% |
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