+5,979.9%
MCD vs STT
+7,372.9%
-1,393.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -5.6% | +20.0% | -25.5% | -9.0% |
| 6M | -21.9% | +55.3% | -77.2% | -28.6% |
| YTD | -14.7% | +53.3% | -68.0% | -22.0% |
| 1Y | -17.3% | +74.7% | -92.0% | -26.4% |
| 3Y | -2.2% | +205.8% | -208.0% | -22.9% |
| 5Y | +20.3% | +145.0% | -124.7% | -3.1% |
| 10Y | +180.7% | +266.0% | -85.3% | +101.1% |
| All | +5,979.9% | +7,372.9% | -1,393.0% | +1,481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling