+1,874.3%
BE vs MCD
+10.5%
+1,863.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -2.6% | +15.6% | +11.6% |
| 7D | +4.5% | -1.9% | +6.5% | +3.4% |
| 30D | -20.1% | +16.6% | -36.7% | -13.0% |
| 3M | -0.8% | +0.9% | -1.8% | +1.0% |
| 6M | -26.2% | +1.5% | -27.7% | -23.7% |
| YTD | +141.1% | -8.3% | +149.4% | +142.5% |
| 1Y | +64.8% | -8.1% | +73.0% | +65.9% |
| All | +1,874.3% | +10.5% | +1,863.8% | +1,820.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling