+6,367.0%
MCD vs SU
+62,578.4%
-56,211.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.6% | +1.7% | -3.4% | -1.6% |
| 30D | +14.1% | -7.9% | +22.0% | +14.1% |
| 3M | +0.6% | +7.5% | -6.9% | +0.6% |
| 6M | 0.0% | +7.2% | -7.2% | 0.0% |
| YTD | -9.3% | +60.9% | -70.2% | -9.3% |
| 1Y | -9.3% | +63.6% | -73.0% | -9.3% |
| 3Y | +8.6% | +128.9% | -120.3% | +8.6% |
| 5Y | +21.9% | +228.3% | -206.4% | +21.8% |
| 10Y | +202.8% | +240.6% | -37.8% | +202.6% |
| All | +6,367.0% | +62,578.4% | -56,211.3% | +6,412.2% |
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