+39.1%
BKNG vs MCD
-2.6%
+41.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | -13.1% | -2.9% | -10.2% | -12.3% |
| 30D | -18.5% | -6.7% | -11.8% | -16.8% |
| 3M | +5.8% | -9.6% | +15.3% | +8.7% |
| 6M | -2.1% | -22.3% | +20.2% | +3.8% |
| YTD | -18.6% | -15.4% | -3.2% | -15.4% |
| 1Y | -21.7% | -16.8% | -4.9% | -18.3% |
| All | +39.1% | -2.6% | +41.7% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling