+501.7%
SPCX vs MCD
+10.5%
+491.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +16.0% |
| 7D | +4.2% | +5.9% | -1.8% | +38.3% |
| 30D | -12.6% | +19.6% | -32.3% | +138.4% |
| 3M | +6.7% | +3.3% | +3.5% | -5.0% |
| 6M | +546.4% | -7.9% | +554.2% | +182.0% |
| YTD | +552.1% | -6.1% | +558.3% | +184.1% |
| 1Y | +453.2% | -3.7% | +456.8% | +141.2% |
| All | +501.7% | +10.5% | +491.2% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling