+1,574.6%
BE vs MCD
-2.2%
+1,576.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +6.8% |
| 7D | +20.0% | -2.8% | +22.8% | +18.7% |
| 30D | +7.9% | -6.0% | +13.9% | +5.6% |
| 3M | -13.2% | -5.6% | -7.6% | -14.1% |
| 6M | +53.5% | -21.9% | +75.3% | +47.8% |
| YTD | +191.0% | -14.7% | +205.7% | +182.9% |
| 1Y | +360.5% | -17.3% | +377.8% | +348.1% |
| All | +1,574.6% | -2.2% | +1,576.8% | +1,419.4% |
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