+22.6%
MCD vs STT
+97.1%
-74.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.1% |
| 7D | +8.0% | -4.9% | +12.9% | +8.9% |
| 30D | +19.6% | -6.0% | +25.6% | +20.7% |
| 3M | +2.2% | -11.7% | +13.9% | +4.0% |
| 6M | -1.1% | +11.7% | -12.8% | -3.2% |
| YTD | -7.2% | +30.4% | -37.7% | -11.8% |
| 1Y | -6.7% | +43.9% | -50.6% | -12.9% |
| 3Y | +11.6% | +165.4% | -153.8% | -8.6% |
| 5Y | +22.6% | +101.0% | -78.4% | +2.4% |
| All | +22.6% | +97.1% | -74.4% | +2.4% |
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 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