+1,473.6%
MCD vs SRE
+1,436.4%
+37.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +5.9% | -8.4% | +14.3% | +8.5% |
| 30D | +19.6% | -3.2% | +22.8% | +20.6% |
| 3M | +3.3% | -5.3% | +8.6% | +4.7% |
| 6M | +3.5% | -12.6% | +16.1% | +7.1% |
| YTD | -6.1% | -8.8% | +2.6% | -4.2% |
| 1Y | -3.7% | -13.4% | +9.8% | -0.2% |
| 3Y | +13.4% | +24.4% | -11.0% | +3.5% |
| 5Y | +25.2% | +47.3% | -22.2% | +7.8% |
| 10Y | +211.3% | +116.7% | +94.6% | +136.6% |
| All | +1,473.6% | +1,436.4% | +37.2% | +685.8% |
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