+616.3%
MCD vs SW
+755.0%
-138.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -2.8% | -5.1% | +2.3% | -2.7% |
| 30D | -6.0% | -4.6% | -1.4% | -5.9% |
| 3M | -5.6% | +9.4% | -15.0% | -5.8% |
| 6M | -21.9% | +3.5% | -25.4% | -22.0% |
| YTD | -14.7% | +22.0% | -36.7% | -15.1% |
| 1Y | -17.3% | +2.2% | -19.5% | -17.4% |
| 3Y | -2.2% | +19.6% | -21.7% | -2.9% |
| 5Y | +20.3% | -2.3% | +22.6% | +19.2% |
| 10Y | +180.7% | +181.4% | -0.7% | +174.6% |
| All | +616.3% | +755.0% | -138.7% | +613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling