+22.7%
MCD vs SPOT
+110.1%
-87.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | +7.1% | +1.6% | +5.5% | +7.0% |
| 30D | +19.8% | +17.6% | +2.2% | +18.8% |
| 3M | +0.8% | +26.9% | -26.1% | -0.4% |
| 6M | -1.3% | +41.8% | -43.1% | -3.1% |
| YTD | -7.8% | +3.8% | -11.6% | -8.3% |
| 1Y | -5.0% | -2.5% | -2.5% | -5.3% |
| 3Y | +10.5% | +260.6% | -250.0% | +1.7% |
| All | +22.7% | +110.1% | -87.4% | +14.7% |
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