+135.1%
BAC vs MCD
-2.2%
+137.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | -0.4% | -6.0% | +5.6% | +0.7% |
| 3M | +16.9% | -5.6% | +22.5% | +18.0% |
| 6M | +26.6% | -21.9% | +48.5% | +32.4% |
| YTD | +15.8% | -14.7% | +30.5% | +18.9% |
| 1Y | +27.2% | -17.3% | +44.4% | +31.4% |
| All | +135.1% | -2.2% | +137.3% | +129.0% |
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