-1.5%
MCD vs SPY
+77.4%
-78.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -6.0% | +0.1% | -6.1% | -6.0% |
| 3M | -5.6% | +2.0% | -7.6% | -6.0% |
| 6M | -21.9% | +13.0% | -34.9% | -24.1% |
| YTD | -14.7% | +13.5% | -28.2% | -17.3% |
| 1Y | -17.3% | +20.0% | -37.2% | -21.0% |
| All | -1.5% | +77.4% | -78.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling