+91.0%
BKNG vs MCD
+19.5%
+71.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | -13.1% | -2.9% | -10.2% | -11.8% |
| 30D | -18.5% | -6.7% | -11.8% | -15.6% |
| 3M | +5.8% | -9.6% | +15.3% | +11.1% |
| 6M | -2.1% | -22.3% | +20.2% | +10.4% |
| YTD | -18.6% | -15.4% | -3.2% | -12.2% |
| 1Y | -21.7% | -16.8% | -4.9% | -14.9% |
| 3Y | +40.9% | -2.4% | +43.3% | +37.4% |
| 5Y | +91.0% | +19.4% | +71.6% | +57.2% |
| All | +91.0% | +19.5% | +71.5% | +57.2% |
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