-16.8%
MCD vs SRE
+10.5%
-27.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | +1.5% | -4.3% | -3.0% |
| 30D | -6.7% | +0.8% | -7.6% | -6.9% |
| 3M | -9.6% | -5.8% | -3.8% | -8.8% |
| 6M | -22.3% | -7.8% | -14.5% | -21.5% |
| YTD | -15.4% | -2.4% | -13.1% | -15.0% |
| 1Y | -16.8% | +8.9% | -25.7% | -17.3% |
| All | -16.8% | +10.5% | -27.3% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling