+19.4%
MCD vs SU
+360.6%
-341.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -2.9% | +1.6% | -4.4% | -2.9% |
| 30D | -6.7% | +10.7% | -17.5% | -7.2% |
| 3M | -9.6% | +13.5% | -23.1% | -10.2% |
| 6M | -22.3% | +21.8% | -44.1% | -23.2% |
| YTD | -15.4% | +58.8% | -74.3% | -17.9% |
| 1Y | -16.8% | +72.0% | -88.8% | -19.6% |
| 3Y | -2.4% | +121.7% | -124.1% | -7.8% |
| 5Y | +19.4% | +350.4% | -331.1% | +2.9% |
| All | +19.4% | +360.6% | -341.2% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling