+4,733.3%
SNDK vs MCD
-13.2%
+4,746.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.4% | +10.3% |
| 7D | +17.2% | -2.8% | +20.0% | +13.9% |
| 30D | +28.8% | -6.0% | +34.9% | +21.4% |
| 3M | -1.1% | -5.6% | +4.5% | -3.2% |
| 6M | +190.5% | -21.9% | +212.3% | +171.4% |
| YTD | +633.0% | -14.7% | +647.7% | +602.0% |
| 1Y | +2,684.0% | -17.3% | +2,701.3% | +2,580.4% |
| All | +4,733.3% | -13.2% | +4,746.6% | +4,721.3% |
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