+5,979.9%
MCD vs SYY
+4,458.5%
+1,521.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | -6.0% | -4.9% | -1.1% | -4.5% |
| 3M | -5.6% | +8.4% | -14.0% | -7.9% |
| 6M | -21.9% | -7.4% | -14.5% | -20.5% |
| YTD | -14.7% | +11.0% | -25.7% | -18.2% |
| 1Y | -17.3% | -0.2% | -17.0% | -18.0% |
| 3Y | -2.2% | +23.8% | -25.9% | -10.0% |
| 5Y | +20.3% | +18.1% | +2.2% | +10.9% |
| 10Y | +180.7% | +94.6% | +86.1% | +106.5% |
| All | +5,979.9% | +4,458.5% | +1,521.4% | +1,450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling