+3,465.8%
MCD vs STM
+2,285.7%
+1,180.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | -2.8% | +5.8% | -8.6% | -3.6% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | -5.6% | -33.3% | +27.7% | -1.6% |
| 6M | -21.9% | +57.4% | -79.2% | -28.3% |
| YTD | -14.7% | +102.2% | -116.9% | -24.8% |
| 1Y | -17.3% | +99.6% | -116.9% | -27.2% |
| 3Y | -2.2% | +14.5% | -16.7% | -9.5% |
| 5Y | +20.3% | +21.4% | -1.1% | +7.8% |
| 10Y | +180.7% | +695.0% | -514.3% | +83.9% |
| All | +3,465.8% | +2,285.7% | +1,180.0% | +1,591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling