+211.7%
MCD vs BA
+33.2%
+178.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +7.1% | +1.1% | +6.1% | +6.9% |
| 30D | +19.8% | -7.9% | +27.7% | +21.4% |
| 3M | +0.8% | -25.3% | +26.1% | +6.0% |
| 6M | -1.3% | -24.6% | +23.3% | +3.2% |
| YTD | -7.8% | -20.1% | +12.4% | -4.9% |
| 1Y | -5.0% | -11.8% | +6.8% | -4.0% |
| 3Y | +10.5% | -10.1% | +20.7% | +8.4% |
| 5Y | +22.0% | -22.7% | +44.7% | +20.4% |
| All | +211.7% | +33.2% | +178.5% | +178.4% |
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