+22.7%
MCD vs B
+134.6%
-111.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +7.1% | +9.6% | -2.5% | +6.5% |
| 30D | +19.8% | +3.5% | +16.2% | +19.4% |
| 3M | +0.8% | -1.6% | +2.4% | +0.7% |
| 6M | -1.3% | -1.7% | +0.4% | -1.6% |
| YTD | -7.8% | -5.3% | -2.4% | -8.1% |
| 1Y | -5.0% | +27.2% | -32.2% | -7.3% |
| 3Y | +10.5% | +166.1% | -155.6% | +1.1% |
| All | +22.7% | +134.6% | -111.8% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling