+368.8%
SNXX vs MCD
-17.6%
+386.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.9% |
| 7D | -12.0% | -1.2% | -10.8% | -16.5% |
| 30D | +37.9% | -7.8% | +45.7% | +2.1% |
| 3M | -52.7% | -10.7% | -42.0% | -59.0% |
| 6M | +194.8% | -21.3% | +216.1% | +184.6% |
| All | +368.8% | -17.6% | +386.3% | +353.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling