+211.3%
MCD vs SPYM
+316.3%
-105.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.6% | +0.4% |
| 7D | +5.9% | +0.1% | +5.9% | +5.9% |
| 30D | +19.6% | -3.3% | +23.0% | +22.0% |
| 3M | +3.3% | -2.4% | +5.7% | +4.6% |
| 6M | +3.5% | +2.6% | +0.9% | +1.4% |
| YTD | -6.1% | +11.3% | -17.4% | -12.7% |
| 1Y | -3.7% | +13.5% | -17.1% | -11.6% |
| 3Y | +13.4% | +80.3% | -66.9% | -25.2% |
| 5Y | +25.2% | +72.7% | -47.6% | -15.8% |
| 10Y | +211.3% | +312.2% | -101.0% | +20.6% |
| All | +211.3% | +316.3% | -105.0% | +20.6% |
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