+23.4%
MCD vs SU
+222.7%
-199.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | -1.9% | -4.3% | +2.3% | -1.8% |
| 30D | +16.6% | -6.2% | +22.8% | +16.7% |
| 3M | +0.9% | +9.7% | -8.7% | +0.4% |
| 6M | +1.5% | +7.3% | -5.8% | +0.9% |
| YTD | -8.3% | +58.7% | -67.1% | -11.1% |
| 1Y | -8.1% | +59.7% | -67.9% | -10.9% |
| 3Y | +10.3% | +129.2% | -118.9% | +3.9% |
| 5Y | +23.4% | +223.7% | -200.3% | +8.9% |
| All | +23.4% | +222.7% | -199.3% | +8.9% |
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