+177.3%
MCD vs BA
+75.3%
+102.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -6.0% | -11.6% | +5.6% | -3.9% |
| 3M | -5.6% | -2.4% | -3.2% | -5.4% |
| 6M | -21.9% | -6.6% | -15.2% | -21.3% |
| YTD | -14.7% | -2.2% | -12.5% | -15.0% |
| 1Y | -17.3% | -8.0% | -9.2% | -16.9% |
| 3Y | -2.2% | -5.0% | +2.8% | -4.4% |
| 5Y | +20.3% | -2.7% | +23.0% | +13.9% |
| All | +177.3% | +75.3% | +102.0% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling