+181.3%
MCD vs SPYG
+412.5%
-231.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -6.7% | -1.7% | -5.0% | -6.1% |
| 3M | -9.6% | +3.6% | -13.2% | -11.4% |
| 6M | -22.3% | +16.6% | -38.9% | -28.2% |
| YTD | -15.4% | +13.4% | -28.8% | -21.0% |
| 1Y | -16.8% | +19.6% | -36.4% | -24.5% |
| 3Y | -2.4% | +99.8% | -102.2% | -34.7% |
| 5Y | +19.4% | +85.0% | -65.6% | -17.8% |
| 10Y | +181.3% | +422.1% | -240.8% | -2.9% |
| All | +181.3% | +412.5% | -231.2% | -2.9% |
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