+195.2%
MCD vs SRE
+126.1%
+69.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +16.0% | -4.1% | +20.2% | +17.5% |
| 3M | 0.0% | -7.3% | +7.3% | +2.3% |
| 6M | +0.9% | -14.1% | +15.1% | +5.8% |
| YTD | -8.7% | -8.5% | -0.2% | -6.6% |
| 1Y | -8.6% | -12.0% | +3.5% | -5.3% |
| 3Y | +9.9% | +23.4% | -13.5% | -2.6% |
| 5Y | +22.6% | +51.3% | -28.7% | -1.6% |
| All | +195.2% | +126.1% | +69.1% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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