+418.8%
BE vs MCD
-16.1%
+434.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.7% |
| 7D | +29.8% | -2.0% | +31.8% | +26.5% |
| 30D | +26.4% | -6.1% | +32.5% | +16.8% |
| 3M | +9.3% | -7.3% | +16.6% | +3.2% |
| 6M | +105.1% | -20.9% | +126.0% | +61.9% |
| YTD | +219.0% | -14.7% | +233.7% | +181.4% |
| 1Y | +418.8% | -16.1% | +434.9% | +352.9% |
| All | +418.8% | -16.1% | +434.9% | +352.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling