+9.7%
MCD vs SU
+129.2%
-119.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | -1.9% | -4.3% | +2.3% | -2.1% |
| 30D | +16.6% | -6.2% | +22.8% | +16.3% |
| 3M | +0.9% | +9.7% | -8.7% | +0.9% |
| 6M | +1.5% | +7.3% | -5.8% | +1.4% |
| YTD | -8.3% | +58.7% | -67.1% | -9.4% |
| 1Y | -8.1% | +59.7% | -67.9% | -9.2% |
| All | +9.7% | +129.2% | -119.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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