+181.3%
MCD vs SPXS
-99.5%
+280.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -0.6% |
| 7D | -2.9% | +1.2% | -4.1% | -2.6% |
| 30D | -6.7% | +5.2% | -11.9% | -5.8% |
| 3M | -9.6% | -9.2% | -0.4% | -11.1% |
| 6M | -22.3% | -29.6% | +7.3% | -27.2% |
| YTD | -15.4% | -27.6% | +12.2% | -20.2% |
| 1Y | -16.8% | -36.7% | +19.9% | -23.4% |
| 3Y | -2.4% | -79.8% | +77.4% | -26.8% |
| 5Y | +19.4% | -85.9% | +105.2% | -9.5% |
| 10Y | +181.3% | -99.5% | +280.9% | +18.6% |
| All | +181.3% | -99.5% | +280.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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