+195.2%
MCD vs SPYG
+397.7%
-202.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.6% | +4.2% | -5.8% | -3.4% |
| 30D | +16.0% | -7.4% | +23.4% | +19.7% |
| 3M | 0.0% | -5.3% | +5.2% | +2.0% |
| 6M | +0.9% | -1.2% | +2.1% | +0.5% |
| YTD | -8.7% | +9.0% | -17.7% | -13.5% |
| 1Y | -8.6% | +8.8% | -17.4% | -13.4% |
| 3Y | +9.9% | +92.8% | -82.9% | -25.6% |
| 5Y | +22.6% | +69.3% | -46.6% | -11.2% |
| All | +195.2% | +397.7% | -202.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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