+22.7%
MCD vs STT
+100.0%
-77.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.1% | -2.5% | +9.6% | +7.5% |
| 30D | +19.8% | -5.0% | +24.7% | +20.7% |
| 3M | +0.8% | -10.5% | +11.3% | +2.4% |
| 6M | -1.3% | +10.0% | -11.3% | -3.1% |
| YTD | -7.8% | +30.7% | -38.4% | -12.3% |
| 1Y | -5.0% | +43.8% | -48.7% | -11.2% |
| 3Y | +10.5% | +168.1% | -157.5% | -9.7% |
| All | +22.7% | +100.0% | -77.3% | +2.9% |
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