+195.2%
MCD vs SPXS
-99.5%
+294.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.2% |
| 7D | -1.6% | -9.5% | +7.9% | -3.5% |
| 30D | +16.0% | +7.4% | +8.7% | +18.1% |
| 3M | 0.0% | +6.1% | -6.2% | +1.6% |
| 6M | +0.9% | -7.3% | +8.2% | +0.1% |
| YTD | -8.7% | -26.7% | +18.0% | -13.3% |
| 1Y | -8.6% | -26.2% | +17.6% | -12.9% |
| 3Y | +9.9% | -80.3% | +90.2% | -18.1% |
| 5Y | +22.6% | -83.4% | +106.1% | -3.1% |
| All | +195.2% | -99.5% | +294.7% | +32.7% |
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