+911.5%
BE vs MCD
+97.0%
+814.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +8.6% |
| 7D | +20.0% | -2.8% | +22.8% | +22.6% |
| 30D | +7.9% | -6.0% | +13.9% | +13.0% |
| 3M | -13.2% | -5.6% | -7.6% | -12.0% |
| 6M | +53.5% | -21.9% | +75.3% | +83.7% |
| YTD | +191.0% | -14.7% | +205.7% | +216.6% |
| 1Y | +360.5% | -17.3% | +377.8% | +406.1% |
| 3Y | +1,568.0% | -2.2% | +1,570.2% | +1,328.7% |
| 5Y | +1,055.2% | +20.3% | +1,034.9% | +629.1% |
| All | +911.5% | +97.0% | +814.5% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling