+1,072.4%
BAC vs MCD
+6,607.5%
-5,535.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -2.7% | +8.0% | -10.7% | -6.4% |
| 30D | -8.0% | +19.6% | -27.6% | -15.9% |
| 3M | -20.9% | +2.2% | -23.1% | -22.1% |
| 6M | -5.4% | -1.1% | -4.2% | -5.6% |
| YTD | -8.1% | -7.2% | -0.8% | -5.7% |
| 1Y | -3.1% | -6.7% | +3.6% | -1.0% |
| 3Y | +88.1% | +11.6% | +76.5% | +72.4% |
| 5Y | +19.7% | +22.6% | -2.9% | +4.5% |
| 10Y | +275.9% | +218.4% | +57.5% | +106.4% |
| All | +1,072.4% | +6,607.5% | -5,535.1% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling