+593.0%
BE vs MCD
+113.0%
+480.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +3.8% |
| 7D | -14.7% | +7.1% | -21.9% | -19.7% |
| 30D | -40.5% | +19.8% | -60.3% | -49.0% |
| 3M | -24.3% | +0.8% | -25.1% | -26.0% |
| 6M | -39.3% | -1.3% | -38.0% | -41.2% |
| YTD | +99.4% | -7.8% | +107.1% | +101.3% |
| 1Y | +26.6% | -5.0% | +31.5% | +22.3% |
| 3Y | +1,616.9% | +10.5% | +1,606.4% | +1,189.3% |
| 5Y | +441.4% | +22.0% | +419.4% | +247.7% |
| All | +593.0% | +113.0% | +480.0% | +85.0% |
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