+211.7%
MCD vs STM
+398.5%
-186.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.1% |
| 7D | +7.1% | -10.7% | +17.9% | +8.3% |
| 30D | +19.8% | -25.7% | +45.5% | +23.5% |
| 3M | +0.8% | -21.6% | +22.4% | +3.0% |
| 6M | -1.3% | -27.8% | +26.5% | 0.0% |
| YTD | -7.8% | +61.8% | -69.5% | -17.7% |
| 1Y | -5.0% | +78.1% | -83.1% | -16.5% |
| 3Y | +10.5% | +4.9% | +5.7% | +2.4% |
| 5Y | +22.0% | -14.3% | +36.2% | +14.1% |
| All | +211.7% | +398.5% | -186.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling