+25.2%
MCD vs STM
-6.5%
+31.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | -7.9% | +15.2% | +7.5% |
| 30D | +20.0% | -14.1% | +34.1% | +20.5% |
| 3M | +3.8% | -17.6% | +21.4% | +4.4% |
| 6M | +3.8% | -24.2% | +28.0% | +3.7% |
| YTD | -5.9% | +73.3% | -79.2% | -12.1% |
| 1Y | -3.2% | +90.1% | -93.3% | -10.4% |
| 3Y | +13.3% | +10.3% | +2.9% | +8.9% |
| 5Y | +25.2% | -5.7% | +31.0% | +20.0% |
| All | +25.2% | -6.5% | +31.8% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling