+213.3%
MCD vs STT
+198.3%
+15.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +7.3% | +1.1% | +6.1% | +7.0% |
| 30D | +20.0% | -1.9% | +21.9% | +20.4% |
| 3M | +3.8% | -7.6% | +11.4% | +5.6% |
| 6M | +3.8% | +16.0% | -12.2% | -0.4% |
| YTD | -5.9% | +36.2% | -42.0% | -13.5% |
| 1Y | -3.2% | +46.8% | -50.0% | -12.8% |
| 3Y | +13.3% | +177.8% | -164.5% | -15.1% |
| 5Y | +25.2% | +105.8% | -80.6% | -1.2% |
| 10Y | +213.3% | +197.6% | +15.8% | +109.5% |
| All | +213.3% | +198.3% | +15.0% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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