-20.4%
BKNG vs MCD
-15.4%
-5.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -10.0% | -1.2% | -8.8% | -9.5% |
| 30D | -18.1% | -7.8% | -10.3% | -15.1% |
| 3M | +6.3% | -10.7% | +17.0% | +10.8% |
| 6M | +0.8% | -21.3% | +22.1% | +7.2% |
| YTD | -18.4% | -15.8% | -2.7% | -15.0% |
| 1Y | -20.4% | -16.0% | -4.4% | -17.1% |
| All | -20.4% | -15.4% | -5.0% | -17.1% |
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