+26.6%
BAC vs MCD
-21.9%
+48.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +0.6% |
| 3M | +16.9% | -5.6% | +22.5% | +18.1% |
| 6M | +26.6% | -21.9% | +48.5% | +36.4% |
| All | +26.6% | -21.9% | +48.5% | +36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling