-3.9%
MCD vs BA
-12.3%
+8.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +6.4% |
| 7D | +11.9% | +5.9% | +6.0% | +11.4% |
| 30D | +20.2% | -8.2% | +28.4% | +20.7% |
| 3M | +5.2% | -25.4% | +30.5% | +6.9% |
| 6M | 0.0% | -20.0% | +20.0% | +1.0% |
| YTD | -6.5% | -18.5% | +12.0% | -5.7% |
| 1Y | -3.9% | -10.6% | +6.7% | -2.8% |
| All | -3.9% | -12.3% | +8.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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