+1,533.1%
MCD vs SPYG
+564.9%
+968.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -5.6% | +0.5% | -6.1% | -6.3% |
| 6M | -21.9% | +17.5% | -39.3% | -27.9% |
| YTD | -14.7% | +14.3% | -29.0% | -20.4% |
| 1Y | -17.3% | +21.7% | -39.0% | -25.2% |
| 3Y | -2.2% | +98.6% | -100.8% | -31.4% |
| 5Y | +20.3% | +85.1% | -64.8% | -14.4% |
| 10Y | +180.7% | +412.0% | -231.3% | +22.8% |
| All | +1,533.1% | +564.9% | +968.3% | +416.8% |
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