+6,434.3%
MCD vs SU
+61,726.8%
-55,292.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | -1.9% | -4.3% | +2.3% | -1.9% |
| 30D | +16.6% | -6.2% | +22.8% | +16.6% |
| 3M | +0.9% | +9.7% | -8.7% | +0.9% |
| 6M | +1.5% | +7.3% | -5.8% | +1.5% |
| YTD | -8.3% | +58.7% | -67.1% | -8.3% |
| 1Y | -8.1% | +59.7% | -67.9% | -8.2% |
| 3Y | +10.3% | +129.2% | -118.9% | +10.3% |
| 5Y | +23.4% | +223.7% | -200.3% | +23.4% |
| 10Y | +205.9% | +235.9% | -30.0% | +205.8% |
| All | +6,434.3% | +61,726.8% | -55,292.4% | +6,480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling