+82.5%
SPY vs MCD
+20.4%
+62.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.1% | -2.8% | +2.9% | +1.1% |
| 30D | +0.1% | -6.0% | +6.1% | +2.1% |
| 3M | +2.0% | -5.6% | +7.6% | +3.6% |
| 6M | +13.0% | -21.9% | +34.9% | +23.2% |
| YTD | +13.5% | -14.7% | +28.2% | +19.5% |
| 1Y | +20.0% | -17.3% | +37.2% | +27.6% |
| 3Y | +77.2% | -2.2% | +79.3% | +71.9% |
| All | +82.5% | +20.4% | +62.1% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling