+251.7%
BAC vs MCD
+219.3%
+32.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.3% |
| 7D | +2.0% | +5.9% | -4.0% | -1.3% |
| 30D | -6.9% | +19.6% | -26.6% | -16.1% |
| 3M | -19.6% | +3.3% | -22.8% | -21.3% |
| 6M | -0.5% | +3.5% | -4.0% | -3.3% |
| YTD | -6.6% | -6.1% | -0.5% | -4.3% |
| 1Y | -3.0% | -3.7% | +0.7% | -2.3% |
| 3Y | +97.3% | +13.4% | +83.9% | +73.1% |
| 5Y | +21.9% | +25.2% | -3.3% | -0.9% |
| 10Y | +251.7% | +211.3% | +40.4% | +98.9% |
| All | +251.7% | +219.3% | +32.4% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling