+18.0%
BAC vs MCD
+21.9%
-4.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -1.2% | +7.1% | -8.3% | -3.6% |
| 30D | -7.7% | +19.8% | -27.4% | -13.6% |
| 3M | -21.2% | +0.8% | -22.0% | -21.4% |
| 6M | -6.8% | -1.3% | -5.5% | -6.6% |
| YTD | -8.7% | -7.8% | -1.0% | -6.3% |
| 1Y | -5.3% | -5.0% | -0.3% | -4.2% |
| 3Y | +87.4% | +10.5% | +76.9% | +69.1% |
| All | +18.0% | +21.9% | -4.0% | -3.4% |
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