+177.3%
MCD vs STM
+682.1%
-504.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -2.8% | +5.8% | -8.6% | -3.5% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | -5.6% | -33.3% | +27.7% | -1.8% |
| 6M | -21.9% | +57.4% | -79.2% | -28.8% |
| YTD | -14.7% | +102.2% | -116.9% | -25.4% |
| 1Y | -17.3% | +99.6% | -116.9% | -27.9% |
| 3Y | -2.2% | +14.5% | -16.7% | -9.0% |
| 5Y | +20.3% | +21.4% | -1.1% | +7.2% |
| All | +177.3% | +682.1% | -504.8% | +84.0% |
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