+180.0%
MCD vs SYY
+94.9%
+85.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | -2.8% | +0.7% | -1.1% |
| 30D | -6.1% | -5.3% | -0.9% | -4.5% |
| 3M | -7.3% | +5.1% | -12.3% | -8.7% |
| 6M | -20.9% | -5.0% | -15.9% | -20.1% |
| YTD | -14.7% | +10.7% | -25.4% | -18.3% |
| 1Y | -16.1% | +0.7% | -16.8% | -17.2% |
| 3Y | -1.5% | +24.0% | -25.5% | -9.9% |
| 5Y | +20.4% | +19.3% | +1.2% | +10.1% |
| 10Y | +180.0% | +96.4% | +83.6% | +103.8% |
| All | +180.0% | +94.9% | +85.1% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling