+22.6%
MCD vs BA
-20.8%
+43.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.5% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | +19.6% | -9.1% | +28.7% | +20.7% |
| 3M | +2.2% | -28.2% | +30.4% | +5.6% |
| 6M | -1.1% | -23.1% | +22.0% | +1.2% |
| YTD | -7.2% | -20.6% | +13.3% | -5.5% |
| 1Y | -6.7% | -12.7% | +6.0% | -6.0% |
| 3Y | +11.6% | -11.6% | +23.2% | +10.4% |
| 5Y | +22.6% | -23.1% | +45.8% | +23.7% |
| All | +22.6% | -20.8% | +43.4% | +23.7% |
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