+28.1%
SOFI vs MCD
+45.8%
-17.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -2.6% | -1.6% | -1.0% | -2.0% |
| 30D | +2.6% | +16.0% | -13.5% | -2.4% |
| 3M | -12.9% | 0.0% | -12.8% | -13.0% |
| 6M | -1.7% | +0.9% | -2.6% | -2.6% |
| YTD | -40.3% | -8.7% | -31.6% | -38.9% |
| 1Y | -51.5% | -8.6% | -42.9% | -50.5% |
| 3Y | +125.2% | +9.9% | +115.4% | +103.4% |
| 5Y | -31.3% | +22.6% | -54.0% | -43.0% |
| All | +28.1% | +45.8% | -17.7% | -13.5% |
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