+20.8%
MCD vs STM
-5.1%
+25.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -1.6% | +12.0% | -13.7% | -2.1% |
| 30D | +14.1% | -0.4% | +14.5% | +14.0% |
| 3M | +0.6% | -13.2% | +13.8% | +1.0% |
| 6M | 0.0% | -26.1% | +26.1% | +0.4% |
| YTD | -9.3% | +81.2% | -90.4% | -15.5% |
| 1Y | -9.3% | +98.3% | -107.6% | -16.2% |
| 3Y | +8.6% | +16.7% | -8.1% | +4.1% |
| All | +20.8% | -5.1% | +25.9% | +16.6% |
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