+892.4%
BKNG vs MCD
+985.8%
-93.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -6.0% | -2.8% | -3.2% | -4.7% |
| 30D | -6.6% | -6.0% | -0.6% | -3.7% |
| 3M | +15.7% | -5.6% | +21.3% | +19.0% |
| 6M | +14.1% | -21.9% | +36.0% | +28.6% |
| YTD | -9.3% | -14.7% | +5.4% | -2.3% |
| 1Y | -12.8% | -17.3% | +4.5% | -4.8% |
| 3Y | +58.4% | -2.2% | +60.6% | +56.5% |
| 5Y | +114.1% | +20.3% | +93.9% | +91.4% |
| 10Y | +246.8% | +180.7% | +66.1% | +103.8% |
| All | +892.4% | +985.8% | -93.4% | +190.5% |
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