+20.2%
SGOV vs MCD
+58.4%
-38.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +0.3% | -6.1% | +6.4% | +0.3% |
| 3M | +0.9% | -7.3% | +8.2% | +0.9% |
| 6M | +1.8% | -20.9% | +22.8% | +1.8% |
| YTD | +2.5% | -14.7% | +17.2% | +2.5% |
| 1Y | +3.8% | -16.1% | +19.9% | +3.8% |
| 3Y | +14.3% | -1.5% | +15.9% | +14.3% |
| 5Y | +20.1% | +20.4% | -0.3% | +20.1% |
| All | +20.2% | +58.4% | -38.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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