-1.3%
MCD vs SYY
+5.8%
-7.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.6% |
| 7D | +7.1% | -7.3% | +14.4% | +10.5% |
| 30D | +19.8% | +0.1% | +19.7% | +17.9% |
| 3M | +0.8% | -8.2% | +9.0% | +4.4% |
| 6M | -1.3% | +6.3% | -7.6% | -5.7% |
| All | -1.3% | +5.8% | -7.1% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling