-17.3%
MCD vs SPOT
-21.9%
+4.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -1.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -6.0% | +12.5% | -18.5% | -6.2% |
| 3M | -5.6% | +9.9% | -15.5% | -5.9% |
| 6M | -21.9% | +1.6% | -23.4% | -22.5% |
| YTD | -14.7% | -6.6% | -8.1% | -16.4% |
| 1Y | -17.3% | -22.9% | +5.7% | -19.9% |
| All | -17.3% | -21.9% | +4.6% | -19.9% |
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