+8.6%
MCD vs SRE
+24.6%
-16.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | +14.1% | -3.0% | +17.1% | +14.6% |
| 3M | +0.6% | -7.3% | +7.9% | +1.7% |
| 6M | 0.0% | -11.9% | +11.9% | +1.8% |
| YTD | -9.3% | -7.9% | -1.4% | -8.4% |
| 1Y | -9.3% | -11.1% | +1.8% | -7.9% |
| 3Y | +8.6% | +24.8% | -16.2% | -1.9% |
| All | +8.6% | +24.6% | -16.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling