-33.3%
SOFI vs MCD
-16.5%
-16.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -4.1% |
| 7D | -2.9% | -2.9% | 0.0% | -3.9% |
| 30D | -4.4% | -6.7% | +2.4% | -6.5% |
| 3M | +5.2% | -9.6% | +14.8% | +2.2% |
| 6M | -7.8% | -22.3% | +14.5% | -15.6% |
| YTD | -33.8% | -15.4% | -18.4% | -37.3% |
| 1Y | -33.3% | -16.8% | -16.5% | -37.6% |
| All | -33.3% | -16.5% | -16.8% | -37.6% |
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