+25.2%
MCD vs SPYG
+67.2%
-42.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.3% |
| 7D | +5.9% | 0.0% | +6.0% | +5.9% |
| 30D | +19.6% | -8.4% | +28.0% | +21.6% |
| 3M | +3.3% | -6.2% | +9.5% | +4.4% |
| 6M | +3.5% | -1.8% | +5.3% | +3.4% |
| YTD | -6.1% | +8.4% | -14.5% | -8.4% |
| 1Y | -3.7% | +10.1% | -13.7% | -6.5% |
| 3Y | +13.4% | +94.9% | -81.6% | -9.3% |
| 5Y | +25.2% | +68.5% | -43.3% | +3.7% |
| All | +25.2% | +67.2% | -42.1% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling