+110.6%
SOFI vs MCD
-1.1%
+111.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.6% | -2.0% | +7.7% | +5.8% |
| 30D | -2.0% | -6.1% | +4.1% | -1.5% |
| 3M | +9.2% | -7.3% | +16.4% | +9.9% |
| 6M | -4.7% | -20.9% | +16.2% | -1.5% |
| YTD | -31.2% | -14.7% | -16.5% | -30.1% |
| 1Y | -30.6% | -16.1% | -14.5% | -29.3% |
| 3Y | +110.6% | -1.5% | +112.1% | +103.7% |
| All | +110.6% | -1.1% | +111.7% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling