+1,655.2%
MCD vs SPYG
+535.5%
+1,119.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | +16.6% | -7.2% | +23.8% | +20.2% |
| 3M | +0.9% | -4.6% | +5.6% | +2.7% |
| 6M | +1.5% | -1.2% | +2.7% | +1.1% |
| YTD | -8.3% | +9.3% | -17.6% | -13.0% |
| 1Y | -8.1% | +8.8% | -17.0% | -12.8% |
| 3Y | +10.3% | +93.3% | -83.0% | -22.0% |
| 5Y | +23.4% | +71.7% | -48.3% | -9.3% |
| 10Y | +205.9% | +399.8% | -193.9% | +34.8% |
| All | +1,655.2% | +535.5% | +1,119.7% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling