+1,367.1%
MCD vs SPYM
+789.7%
+577.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +7.1% | -2.7% | +9.8% | +8.7% |
| 30D | +19.8% | -5.4% | +25.1% | +23.3% |
| 3M | +0.8% | -4.1% | +4.9% | +3.0% |
| 6M | -1.3% | +0.8% | -2.1% | -2.2% |
| YTD | -7.8% | +8.8% | -16.5% | -12.5% |
| 1Y | -5.0% | +11.0% | -15.9% | -11.0% |
| 3Y | +10.5% | +75.5% | -65.0% | -21.6% |
| 5Y | +22.0% | +68.4% | -46.5% | -12.4% |
| 10Y | +216.7% | +316.1% | -99.4% | +36.9% |
| All | +1,367.1% | +789.7% | +577.4% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling