+22.7%
MCD vs SPYM
+68.0%
-45.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +7.1% | -2.7% | +9.8% | +8.2% |
| 30D | +19.8% | -5.4% | +25.1% | +22.1% |
| 3M | +0.8% | -4.1% | +4.9% | +2.2% |
| 6M | -1.3% | +0.8% | -2.1% | -1.9% |
| YTD | -7.8% | +8.8% | -16.5% | -11.1% |
| 1Y | -5.0% | +11.0% | -15.9% | -9.2% |
| 3Y | +10.5% | +75.5% | -65.0% | -15.3% |
| All | +22.7% | +68.0% | -45.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling