+721.3%
BKNG vs MCD
+1,055.0%
-333.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.7% | -1.6% | +1.0% | +0.1% |
| 30D | -0.7% | +14.1% | -14.8% | -6.8% |
| 3M | -25.0% | +0.6% | -25.6% | -25.1% |
| 6M | +3.4% | 0.0% | +3.4% | +3.5% |
| YTD | -25.0% | -9.3% | -15.7% | -21.5% |
| 1Y | -20.7% | -9.3% | -11.4% | -17.1% |
| 3Y | +30.9% | +8.6% | +22.3% | +23.2% |
| 5Y | +66.6% | +21.9% | +44.7% | +48.1% |
| 10Y | +165.1% | +202.8% | -37.7% | +50.4% |
| All | +721.3% | +1,055.0% | -333.6% | +133.5% |
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