-1.5%
MCD vs B
+198.7%
-200.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.7% |
| 30D | -6.0% | +9.4% | -15.5% | -6.6% |
| 3M | -5.6% | +5.0% | -10.6% | -6.0% |
| 6M | -21.9% | -3.5% | -18.3% | -21.9% |
| YTD | -14.7% | +4.5% | -19.2% | -15.5% |
| 1Y | -17.3% | +67.8% | -85.0% | -22.3% |
| All | -1.5% | +198.7% | -200.3% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling