+180.0%
MCD vs SPYM
+315.4%
-135.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | -6.1% | -0.9% | -5.2% | -5.7% |
| 3M | -7.3% | +3.9% | -11.2% | -9.6% |
| 6M | -20.9% | +14.5% | -35.5% | -27.6% |
| YTD | -14.7% | +13.0% | -27.7% | -21.3% |
| 1Y | -16.1% | +19.4% | -35.6% | -25.5% |
| 3Y | -1.5% | +78.9% | -80.4% | -34.5% |
| 5Y | +20.4% | +82.3% | -61.9% | -22.0% |
| 10Y | +180.0% | +314.7% | -134.7% | +2.5% |
| All | +180.0% | +315.4% | -135.4% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling