+213.4%
MCD vs SW
+185.4%
+28.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +8.0% | +4.7% | +3.4% | +7.8% |
| 30D | +19.6% | +5.0% | +14.6% | +19.4% |
| 3M | +2.2% | -7.3% | +9.5% | +2.5% |
| 6M | -1.1% | +15.0% | -16.1% | -1.9% |
| YTD | -7.2% | +18.5% | -25.8% | -8.1% |
| 1Y | -6.7% | +27.1% | -33.8% | -7.9% |
| 3Y | +11.6% | +49.3% | -37.7% | +8.4% |
| 5Y | +22.6% | -1.6% | +24.3% | +20.2% |
| All | +213.4% | +185.4% | +28.0% | +195.8% |
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