+211.7%
MCD vs SPY
+312.9%
-101.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +7.1% | -2.7% | +9.8% | +8.8% |
| 30D | +19.8% | -5.4% | +25.2% | +23.6% |
| 3M | +0.8% | -4.1% | +4.9% | +3.2% |
| 6M | -1.3% | +0.7% | -2.0% | -2.3% |
| YTD | -7.8% | +8.7% | -16.4% | -13.0% |
| 1Y | -5.0% | +10.9% | -15.8% | -11.6% |
| 3Y | +10.5% | +75.0% | -64.4% | -25.9% |
| 5Y | +22.0% | +67.8% | -45.8% | -16.6% |
| All | +211.7% | +312.9% | -101.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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