-6.7%
MCD vs SW
+25.8%
-32.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +8.0% | +4.7% | +3.4% | +7.5% |
| 30D | +19.6% | +5.0% | +14.6% | +19.0% |
| 3M | +2.2% | -7.3% | +9.5% | +2.7% |
| 6M | -1.1% | +15.0% | -16.1% | -2.8% |
| YTD | -7.2% | +18.5% | -25.8% | -10.7% |
| 1Y | -6.7% | +27.1% | -33.8% | -11.7% |
| All | -6.7% | +25.8% | -32.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling