-3.9%
MCD vs SYY
+8.7%
-12.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +5.6% |
| 7D | +11.9% | -6.3% | +18.2% | +13.3% |
| 30D | +20.2% | +0.7% | +19.5% | +19.8% |
| 3M | +5.2% | -6.4% | +11.6% | +6.5% |
| 6M | 0.0% | +7.6% | -7.6% | -0.8% |
| YTD | -6.5% | +7.4% | -14.0% | -8.7% |
| 1Y | -3.9% | +8.3% | -12.2% | -6.4% |
| All | -3.9% | +8.7% | -12.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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