+5,979.9%
MCD vs SU
+60,256.6%
-54,276.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | +3.6% | -6.4% | -2.8% |
| 30D | -6.0% | +7.9% | -13.9% | -6.0% |
| 3M | -5.6% | +3.5% | -9.1% | -5.6% |
| 6M | -21.9% | +19.0% | -40.8% | -21.9% |
| YTD | -14.7% | +55.0% | -69.7% | -14.7% |
| 1Y | -17.3% | +71.2% | -88.5% | -17.3% |
| 3Y | -2.2% | +117.4% | -119.6% | -2.2% |
| 5Y | +20.3% | +335.2% | -314.9% | +20.2% |
| 10Y | +180.7% | +248.7% | -68.0% | +180.5% |
| All | +5,979.9% | +60,256.6% | -54,276.7% | +6,022.5% |
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 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