+195.2%
MCD vs STM
+467.4%
-272.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -1.6% | +16.3% | -17.9% | -3.3% |
| 30D | +16.0% | -6.3% | +22.3% | +16.5% |
| 3M | 0.0% | -14.1% | +14.1% | +1.1% |
| 6M | +0.9% | -19.6% | +20.5% | +1.1% |
| YTD | -8.7% | +80.1% | -88.8% | -19.6% |
| 1Y | -8.6% | +95.4% | -103.9% | -20.5% |
| 3Y | +9.9% | +14.7% | -4.8% | +0.9% |
| 5Y | +22.6% | -5.4% | +28.0% | +13.5% |
| All | +195.2% | +467.4% | -272.2% | +111.3% |
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