+1,446.1%
MCD vs SRE
+1,424.7%
+21.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | 0.0% |
| 7D | +7.1% | -9.2% | +16.3% | +10.0% |
| 30D | +19.8% | -1.9% | +21.7% | +20.3% |
| 3M | +0.8% | -6.5% | +7.4% | +2.5% |
| 6M | -1.3% | -15.2% | +13.9% | +3.1% |
| YTD | -7.8% | -9.5% | +1.7% | -5.6% |
| 1Y | -5.0% | -13.2% | +8.3% | -1.6% |
| 3Y | +10.5% | +19.5% | -8.9% | +2.1% |
| 5Y | +22.0% | +43.6% | -21.6% | +5.8% |
| 10Y | +216.7% | +109.9% | +106.8% | +142.6% |
| All | +1,446.1% | +1,424.7% | +21.4% | +673.7% |
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