+6,609.6%
MCD vs SYY
+4,352.2%
+2,257.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +7.3% | +4.7% | +2.5% | +5.8% |
| 30D | +20.0% | -0.7% | +20.6% | +20.0% |
| 3M | +3.8% | -6.8% | +10.6% | +5.9% |
| 6M | +3.8% | +8.6% | -4.9% | +1.0% |
| YTD | -5.9% | +8.4% | -14.3% | -9.2% |
| 1Y | -3.2% | +7.1% | -10.3% | -6.3% |
| 3Y | +13.3% | +25.2% | -11.9% | +3.7% |
| 5Y | +25.2% | +13.0% | +12.3% | +17.0% |
| 10Y | +213.3% | +88.9% | +124.4% | +132.6% |
| All | +6,609.6% | +4,352.2% | +2,257.4% | +1,620.8% |
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 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