+13.4%
MCD vs SPXS
-80.3%
+93.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | +1.3% |
| 7D | +5.9% | -1.5% | +7.4% | +5.9% |
| 30D | +19.6% | +9.6% | +10.0% | +20.5% |
| 3M | +3.3% | +8.5% | -5.2% | +3.9% |
| 6M | +3.5% | -5.8% | +9.2% | +3.3% |
| YTD | -6.1% | -25.4% | +19.3% | -7.8% |
| 1Y | -3.7% | -28.8% | +25.2% | -5.7% |
| 3Y | +13.4% | -80.9% | +94.3% | -3.4% |
| All | +13.4% | -80.3% | +93.7% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling