+11.2%
MCD vs BA
-11.9%
+23.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.6% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +19.6% | -9.1% | +28.7% | +20.1% |
| 3M | +2.2% | -28.2% | +30.4% | +3.9% |
| 6M | -1.1% | -23.1% | +22.0% | 0.0% |
| YTD | -7.2% | -20.6% | +13.3% | -6.4% |
| 1Y | -6.7% | -12.7% | +6.0% | -6.2% |
| All | +11.2% | -11.9% | +23.1% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling