+433.2%
SNDK vs MCD
-3.6%
+436.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | +2.2% |
| 7D | -26.2% | +11.9% | -38.0% | -11.1% |
| 30D | -39.1% | +20.2% | -59.4% | -17.7% |
| 3M | -27.3% | +5.2% | -32.5% | -20.7% |
| 6M | -17.4% | 0.0% | -17.4% | -9.5% |
| YTD | +337.0% | -6.5% | +343.5% | +382.5% |
| 1Y | +433.2% | -3.9% | +437.1% | +478.4% |
| All | +433.2% | -3.6% | +436.8% | +478.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling