+404.4%
SNXX vs MCD
-17.4%
+421.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -8.6% |
| 7D | +16.8% | -2.5% | +19.3% | +6.3% |
| 30D | +65.3% | -7.0% | +72.3% | +26.0% |
| 3M | -34.8% | -9.8% | -25.0% | -42.3% |
| 6M | +255.1% | -21.8% | +276.9% | +249.0% |
| All | +404.4% | -17.4% | +421.8% | +391.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling