-51.5%
SOFI vs MCD
-8.5%
-43.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -4.0% |
| 7D | -2.6% | -1.6% | -1.0% | -2.7% |
| 30D | +2.6% | +16.0% | -13.5% | +5.8% |
| 3M | -12.9% | 0.0% | -12.8% | -14.6% |
| 6M | -1.7% | +0.9% | -2.6% | -2.8% |
| YTD | -40.3% | -8.7% | -31.6% | -43.6% |
| 1Y | -51.5% | -8.6% | -42.9% | -54.5% |
| All | -51.5% | -8.5% | -43.0% | -54.5% |
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 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