+10.5%
MCD vs SYY
+24.3%
-13.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | +7.1% | -7.3% | +14.4% | +9.4% |
| 30D | +19.8% | +0.1% | +19.7% | +19.5% |
| 3M | +0.8% | -8.2% | +9.0% | +3.2% |
| 6M | -1.3% | +6.3% | -7.6% | -3.0% |
| YTD | -7.8% | +7.3% | -15.1% | -11.0% |
| 1Y | -5.0% | +8.5% | -13.4% | -8.7% |
| 3Y | +10.5% | +24.9% | -14.4% | +3.3% |
| All | +10.5% | +24.3% | -13.8% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling