+432.9%
SNXX vs MCD
-16.5%
+449.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +17.2% |
| 7D | +34.9% | -2.8% | +37.7% | +21.6% |
| 30D | +52.5% | -6.0% | +58.6% | +21.9% |
| 3M | -41.3% | -5.6% | -35.8% | -40.9% |
| 6M | +293.8% | -21.9% | +315.6% | +310.5% |
| All | +432.9% | -16.5% | +449.5% | +442.2% |
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 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