+205.9%
MCD vs B
+203.3%
+2.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | -1.9% | -2.7% | +0.7% | -1.7% |
| 30D | +16.6% | -4.3% | +20.9% | +16.9% |
| 3M | +0.9% | -2.3% | +3.2% | +0.9% |
| 6M | +1.5% | -16.2% | +17.7% | +2.4% |
| YTD | -8.3% | -8.8% | +0.5% | -8.4% |
| 1Y | -8.1% | +11.4% | -19.5% | -9.8% |
| 3Y | +10.3% | +174.3% | -164.0% | -0.7% |
| 5Y | +23.4% | +116.2% | -92.7% | +12.2% |
| 10Y | +205.9% | +222.7% | -16.8% | +171.2% |
| All | +205.9% | +203.3% | +2.6% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling