-15.2%
MCD vs SYY
+5.4%
-20.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -2.5% | +1.5% | -4.1% | -2.9% |
| 30D | -7.0% | -2.3% | -4.7% | -6.6% |
| 3M | -9.8% | +5.5% | -15.3% | -10.6% |
| 6M | -21.8% | -1.0% | -20.8% | -21.8% |
| YTD | -15.6% | +14.1% | -29.7% | -19.1% |
| 1Y | -15.2% | +5.6% | -20.7% | -16.0% |
| All | -15.2% | +5.4% | -20.6% | -16.0% |
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