+110.7%
MCD vs SPOT
+263.5%
-152.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 3M | +0.8% | +26.9% | -26.1% | -1.3% |
| 6M | -1.3% | +41.8% | -43.1% | -4.3% |
| YTD | -7.8% | +3.8% | -11.6% | -8.7% |
| 1Y | -5.0% | -2.5% | -2.5% | -5.5% |
| 3Y | +10.5% | +260.6% | -250.0% | -4.1% |
| 5Y | +22.0% | +108.6% | -86.6% | +10.4% |
| All | +110.7% | +263.5% | -152.8% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling