+211.3%
MCD vs BA
+31.3%
+179.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +5.9% | -1.7% | +7.7% | +6.3% |
| 30D | +19.6% | -9.5% | +29.1% | +21.6% |
| 3M | +3.3% | -26.5% | +29.7% | +8.9% |
| 6M | +3.5% | -27.4% | +30.9% | +9.0% |
| YTD | -6.1% | -20.6% | +14.5% | -3.1% |
| 1Y | -3.7% | -11.4% | +7.8% | -2.7% |
| 3Y | +13.4% | -10.8% | +24.2% | +11.3% |
| 5Y | +25.2% | -21.9% | +47.1% | +23.2% |
| 10Y | +211.3% | +28.1% | +183.1% | +180.4% |
| All | +211.3% | +31.3% | +179.9% | +180.4% |
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