+1,256.6%
MCD vs SPYM
+829.4%
+427.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | -5.6% | +2.0% | -7.6% | -6.9% |
| 6M | -21.9% | +13.1% | -34.9% | -27.3% |
| YTD | -14.7% | +13.6% | -28.3% | -20.9% |
| 1Y | -17.3% | +20.1% | -37.3% | -25.8% |
| 3Y | -2.2% | +77.6% | -79.7% | -30.9% |
| 5Y | +20.3% | +82.5% | -62.3% | -17.4% |
| 10Y | +180.7% | +317.6% | -136.9% | +21.0% |
| All | +1,256.6% | +829.4% | +427.2% | +289.8% |
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