+20.4%
MCD vs SPXS
-85.9%
+106.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.2% |
| 7D | -2.0% | -1.5% | -0.5% | -2.2% |
| 30D | -6.1% | +3.7% | -9.8% | -5.7% |
| 3M | -7.3% | -9.6% | +2.3% | -8.2% |
| 6M | -20.9% | -32.4% | +11.5% | -24.4% |
| YTD | -14.7% | -28.7% | +14.0% | -17.8% |
| 1Y | -16.1% | -38.1% | +22.0% | -20.5% |
| 3Y | -1.5% | -80.1% | +78.6% | -18.6% |
| 5Y | +20.4% | -85.9% | +106.4% | +1.4% |
| All | +20.4% | -85.9% | +106.4% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling