+491.3%
BE vs MCD
+22.9%
+468.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | +20.5% | -1.6% | +22.1% | +20.4% |
| 30D | -23.4% | +16.0% | -39.4% | -22.7% |
| 3M | -14.9% | 0.0% | -14.8% | -14.3% |
| 6M | -28.1% | +0.9% | -29.0% | -27.6% |
| YTD | +132.4% | -8.7% | +141.1% | +136.2% |
| 1Y | +59.4% | -8.6% | +67.9% | +61.4% |
| 3Y | +1,815.8% | +9.9% | +1,806.0% | +1,611.2% |
| 5Y | +491.3% | +22.6% | +468.7% | +383.8% |
| All | +491.3% | +22.9% | +468.4% | +383.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling