+6,511.4%
MCD vs B
+714.7%
+5,796.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +8.0% | +4.3% | +3.7% | +7.9% |
| 30D | +19.6% | -0.9% | +20.5% | +19.6% |
| 3M | +2.2% | -1.4% | +3.5% | +2.2% |
| 6M | -1.1% | +5.0% | -6.2% | -1.4% |
| YTD | -7.2% | -5.8% | -1.4% | -7.3% |
| 1Y | -6.7% | +25.6% | -32.3% | -7.4% |
| 3Y | +11.6% | +161.6% | -150.0% | +8.5% |
| 5Y | +22.6% | +135.2% | -112.6% | +19.3% |
| 10Y | +218.4% | +170.7% | +47.7% | +208.3% |
| All | +6,511.4% | +714.7% | +5,796.7% | +7,674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling