+217.6%
BAC vs MCD
+200.8%
+16.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +3.2% | -1.6% | +4.9% | +4.2% |
| 30D | -0.7% | +14.1% | -14.8% | -8.1% |
| 3M | -20.0% | +0.6% | -20.6% | -20.6% |
| 6M | +3.4% | 0.0% | +3.4% | +2.4% |
| YTD | -5.7% | -9.3% | +3.5% | -1.6% |
| 1Y | -1.4% | -9.3% | +7.9% | +2.8% |
| 3Y | +97.9% | +8.6% | +89.3% | +78.1% |
| 5Y | +22.9% | +21.9% | +1.0% | +1.4% |
| All | +217.6% | +200.8% | +16.9% | +121.9% |
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