+24.2%
MCD vs SW
-0.1%
+24.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.5% | +6.4% |
| 7D | +11.9% | +12.1% | -0.2% | +11.5% |
| 30D | +20.2% | +6.6% | +13.7% | +20.0% |
| 3M | +5.2% | -6.0% | +11.2% | +5.3% |
| 6M | 0.0% | +21.5% | -21.5% | -0.6% |
| YTD | -6.5% | +20.3% | -26.8% | -7.1% |
| 1Y | -3.9% | +28.1% | -32.1% | -4.7% |
| 3Y | +12.5% | +51.6% | -39.1% | +10.5% |
| 5Y | +24.2% | -0.1% | +24.3% | +21.3% |
| All | +24.2% | -0.1% | +24.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling