+1,076.1%
BE vs MCD
+20.4%
+1,055.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +7.3% |
| 7D | +20.0% | -2.8% | +22.8% | +19.9% |
| 30D | +7.9% | -6.0% | +13.9% | +7.9% |
| 3M | -13.2% | -5.6% | -7.6% | -13.3% |
| 6M | +53.5% | -21.9% | +75.3% | +58.5% |
| YTD | +191.0% | -14.7% | +205.7% | +193.8% |
| 1Y | +360.5% | -17.3% | +377.8% | +367.1% |
| 3Y | +1,568.0% | -2.2% | +1,570.2% | +1,437.6% |
| All | +1,076.1% | +20.4% | +1,055.7% | +839.9% |
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 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