+71.4%
BAC vs MCD
+20.4%
+51.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.5% |
| 7D | +1.1% | -2.8% | +3.9% | +2.2% |
| 30D | -0.4% | -6.0% | +5.6% | +1.9% |
| 3M | +16.9% | -5.6% | +22.5% | +19.1% |
| 6M | +26.6% | -21.9% | +48.5% | +39.1% |
| YTD | +15.8% | -14.7% | +30.5% | +22.4% |
| 1Y | +27.2% | -17.3% | +44.4% | +36.0% |
| 3Y | +132.4% | -2.2% | +134.6% | +123.5% |
| All | +71.4% | +20.4% | +51.1% | +40.7% |
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