+25.2%
MCD vs BA
-21.0%
+46.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +7.3% | 0.0% | +7.2% | +7.3% |
| 30D | +20.0% | -8.9% | +28.9% | +21.0% |
| 3M | +3.8% | -25.5% | +29.3% | +6.9% |
| 6M | +3.8% | -27.0% | +30.7% | +6.8% |
| YTD | -5.9% | -20.1% | +14.3% | -4.2% |
| 1Y | -3.2% | -11.0% | +7.8% | -2.7% |
| 3Y | +13.3% | -11.8% | +25.1% | +12.2% |
| 5Y | +25.2% | -20.6% | +45.9% | +25.5% |
| All | +25.2% | -21.0% | +46.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling