+21.6%
MCD vs STT
+145.1%
-123.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -6.0% | +3.9% | -9.9% | -6.6% |
| 3M | -5.6% | +20.0% | -25.5% | -8.3% |
| 6M | -21.9% | +55.3% | -77.2% | -27.4% |
| YTD | -14.7% | +53.3% | -68.0% | -20.7% |
| 1Y | -17.3% | +74.7% | -92.0% | -25.0% |
| 3Y | -2.2% | +205.8% | -208.0% | -21.1% |
| All | +21.6% | +145.1% | -123.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling