-1.5%
MCD vs SU
+117.9%
-119.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -2.0% | -1.0% | -1.1% | -2.0% |
| 30D | -6.1% | +13.7% | -19.8% | -6.1% |
| 3M | -7.3% | +8.0% | -15.3% | -7.3% |
| 6M | -20.9% | +21.0% | -41.9% | -21.2% |
| YTD | -14.7% | +56.2% | -70.9% | -15.8% |
| 1Y | -16.1% | +72.2% | -88.3% | -17.5% |
| 3Y | -1.5% | +118.1% | -119.6% | -4.5% |
| All | -1.5% | +117.9% | -119.4% | -4.5% |
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