+1,329.6%
MCD vs SRE
+1,525.5%
-195.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | -5.6% | -6.3% | +0.7% | -4.0% |
| 6M | -21.9% | -10.7% | -11.2% | -19.6% |
| YTD | -14.7% | -3.5% | -11.2% | -14.2% |
| 1Y | -17.3% | +5.3% | -22.6% | -19.0% |
| 3Y | -2.2% | +31.8% | -33.9% | -12.1% |
| 5Y | +20.3% | +47.4% | -27.1% | +3.6% |
| 10Y | +180.7% | +120.6% | +60.1% | +111.9% |
| All | +1,329.6% | +1,525.5% | -195.9% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling