-2.7%
MCD vs SSPC
-27.8%
+25.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.3% | +16.7% | -0.4% |
| 7D | +7.1% | -4.7% | +11.8% | +7.1% |
| 30D | +19.8% | +36.7% | -17.0% | +19.8% |
| 3M | +0.8% | -49.4% | +50.2% | -0.1% |
| All | -2.7% | -27.8% | +25.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 6mo: compounded portfolio wealth divided by compounded SSPC 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…
6mo analysis · Full analysis span regression · Available span rolling