+11.2%
MCD vs STT
+164.8%
-153.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | +8.0% | -4.9% | +12.9% | +8.5% |
| 30D | +19.6% | -6.0% | +25.6% | +20.2% |
| 3M | +2.2% | -11.7% | +13.9% | +3.2% |
| 6M | -1.1% | +11.7% | -12.8% | -2.4% |
| YTD | -7.2% | +30.4% | -37.7% | -10.2% |
| 1Y | -6.7% | +43.9% | -50.6% | -10.9% |
| All | +11.2% | +164.8% | -153.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling