-3.5%
MCD vs B
+24.4%
-27.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.6% |
| 7D | +5.9% | +11.3% | -5.4% | +5.4% |
| 30D | +19.6% | +2.9% | +16.7% | +19.1% |
| 3M | +3.3% | -2.9% | +6.1% | +2.9% |
| 6M | +3.5% | -1.2% | +4.7% | +3.0% |
| YTD | -6.1% | -1.3% | -4.8% | -6.3% |
| All | -3.5% | +24.4% | -27.8% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling