-3.9%
MCD vs SPOT
+0.4%
-4.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.6% | +1.9% | +6.2% |
| 7D | +11.9% | +16.6% | -4.7% | +10.8% |
| 30D | +20.2% | +29.9% | -9.7% | +18.5% |
| 3M | +5.2% | +31.3% | -26.1% | +3.8% |
| 6M | 0.0% | +43.2% | -43.2% | -1.6% |
| YTD | -6.5% | +8.1% | -14.6% | -9.4% |
| 1Y | -3.9% | -0.3% | -3.6% | -6.4% |
| All | -3.9% | +0.4% | -4.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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