+211.3%
MCD vs STM
+433.9%
-222.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.0% |
| 7D | +5.9% | -5.6% | +11.5% | +6.4% |
| 30D | +19.6% | -14.4% | +34.1% | +21.4% |
| 3M | +3.3% | -20.5% | +23.7% | +5.4% |
| 6M | +3.5% | -24.5% | +28.0% | +4.4% |
| YTD | -6.1% | +72.7% | -78.8% | -16.9% |
| 1Y | -3.7% | +91.0% | -94.7% | -16.1% |
| 3Y | +13.4% | +13.5% | -0.2% | +4.0% |
| 5Y | +25.2% | -9.2% | +34.4% | +16.4% |
| 10Y | +211.3% | +422.5% | -211.3% | +120.5% |
| All | +211.3% | +433.9% | -222.6% | +120.5% |
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