+109.4%
MCD vs SPOT
+267.2%
-157.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.9% | -3.0% | +1.0% | -1.7% |
| 30D | +16.6% | +15.2% | +1.4% | +15.2% |
| 3M | +0.9% | +21.6% | -20.6% | -0.8% |
| 6M | +1.5% | +45.2% | -43.7% | -1.8% |
| YTD | -8.3% | +4.9% | -13.2% | -9.3% |
| 1Y | -8.1% | -4.8% | -3.4% | -8.5% |
| 3Y | +10.3% | +256.3% | -245.9% | -4.2% |
| 5Y | +23.4% | +120.2% | -96.8% | +11.1% |
| All | +109.4% | +267.2% | -157.7% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling