+211.3%
MCD vs STT
+211.9%
-0.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.0% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | +19.6% | -2.3% | +22.0% | +20.2% |
| 3M | +3.3% | -7.0% | +10.2% | +4.9% |
| 6M | +3.5% | +15.5% | -12.0% | -0.5% |
| YTD | -6.1% | +35.6% | -41.7% | -13.6% |
| 1Y | -3.7% | +47.9% | -51.5% | -13.4% |
| 3Y | +13.4% | +181.1% | -167.7% | -15.3% |
| 5Y | +25.2% | +108.2% | -83.0% | -1.6% |
| 10Y | +211.3% | +201.0% | +10.3% | +108.4% |
| All | +211.3% | +211.9% | -0.6% | +108.4% |
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