-3.9%
MCD vs SPYM
+14.7%
-18.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.5% |
| 7D | +11.9% | -0.7% | +12.6% | +11.8% |
| 30D | +20.2% | -1.1% | +21.3% | +20.1% |
| 3M | +5.2% | -0.3% | +5.5% | +5.1% |
| 6M | 0.0% | +7.3% | -7.3% | -0.9% |
| YTD | -6.5% | +13.4% | -19.9% | -8.8% |
| 1Y | -3.9% | +14.8% | -18.8% | -6.7% |
| All | -3.9% | +14.7% | -18.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling