+22.6%
MCD vs STM
-17.8%
+40.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.4% | +11.6% | -0.3% |
| 7D | +8.0% | -20.1% | +28.1% | +8.9% |
| 30D | +19.6% | -32.0% | +51.6% | +21.3% |
| 3M | +2.2% | -24.2% | +26.4% | +3.1% |
| 6M | -1.1% | -29.9% | +28.8% | -1.0% |
| YTD | -7.2% | +54.9% | -62.1% | -13.0% |
| 1Y | -6.7% | +68.0% | -74.7% | -13.1% |
| 3Y | +11.6% | -0.1% | +11.7% | +7.5% |
| 5Y | +22.6% | -17.9% | +40.5% | +17.8% |
| All | +22.6% | -17.8% | +40.4% | +17.8% |
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