+675.5%
BE vs MCD
+116.8%
+558.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +10.6% |
| 7D | -1.2% | +5.9% | -7.2% | -5.9% |
| 30D | -30.9% | +19.6% | -50.5% | -40.4% |
| 3M | -11.6% | +3.3% | -14.9% | -15.0% |
| 6M | -25.7% | +3.5% | -29.2% | -30.7% |
| YTD | +123.1% | -6.1% | +129.2% | +122.6% |
| 1Y | +43.4% | -3.7% | +47.1% | +37.5% |
| 3Y | +1,683.6% | +13.4% | +1,670.3% | +1,211.2% |
| 5Y | +465.4% | +25.2% | +440.3% | +255.1% |
| All | +675.5% | +116.8% | +558.7% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling