-13.6%
BKNG vs MCD
-3.6%
-10.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.5% | +3.3% | +5.8% |
| 7D | +15.6% | +11.9% | +3.7% | +8.5% |
| 30D | +8.0% | +20.2% | -12.3% | -2.1% |
| 3M | -11.8% | +5.2% | -17.0% | -14.8% |
| 6M | +3.8% | 0.0% | +3.8% | +1.5% |
| YTD | -19.6% | -6.5% | -13.1% | -21.4% |
| 1Y | -13.6% | -3.9% | -9.7% | -15.8% |
| All | -13.6% | -3.6% | -10.0% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling