+220.9%
MCD vs SW
+189.7%
+31.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.5% | +6.4% |
| 7D | +11.9% | +12.1% | -0.2% | +11.3% |
| 30D | +20.2% | +6.6% | +13.7% | +19.9% |
| 3M | +5.2% | -6.0% | +11.2% | +5.4% |
| 6M | 0.0% | +21.5% | -21.5% | -0.9% |
| YTD | -6.5% | +20.3% | -26.8% | -7.5% |
| 1Y | -3.9% | +28.1% | -32.1% | -5.2% |
| 3Y | +12.5% | +51.6% | -39.1% | +9.2% |
| 5Y | +24.2% | -0.1% | +24.3% | +21.6% |
| 10Y | +220.9% | +189.7% | +31.2% | +196.2% |
| All | +220.9% | +189.7% | +31.2% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling