+20.8%
MCD vs SPOT
+117.4%
-96.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | +14.1% | +16.9% | -2.8% | +13.2% |
| 3M | +0.6% | +23.0% | -22.4% | -0.5% |
| 6M | 0.0% | +42.2% | -42.2% | -1.8% |
| YTD | -9.3% | +5.5% | -14.8% | -9.9% |
| 1Y | -9.3% | -5.1% | -4.2% | -9.5% |
| 3Y | +8.6% | +257.9% | -249.3% | -0.1% |
| All | +20.8% | +117.4% | -96.6% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling