+193.4%
MCD vs B
+216.6%
-23.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.6% | -7.3% | +5.7% | -1.1% |
| 30D | +14.1% | -3.3% | +17.5% | +14.3% |
| 3M | +0.6% | -7.8% | +8.4% | +1.0% |
| 6M | 0.0% | -15.5% | +15.6% | +0.9% |
| YTD | -9.3% | -12.3% | +3.0% | -9.1% |
| 1Y | -9.3% | +5.4% | -14.7% | -10.6% |
| 3Y | +8.6% | +165.5% | -156.9% | -2.1% |
| 5Y | +21.9% | +107.0% | -85.1% | +11.1% |
| All | +193.4% | +216.6% | -23.1% | +159.1% |
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