+6,511.4%
MCD vs BA
+1,517.9%
+4,993.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.2% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | +19.6% | -9.1% | +28.7% | +21.9% |
| 3M | +2.2% | -28.2% | +30.4% | +9.4% |
| 6M | -1.1% | -23.1% | +22.0% | +3.8% |
| YTD | -7.2% | -20.6% | +13.3% | -3.7% |
| 1Y | -6.7% | -12.7% | +6.0% | -5.3% |
| 3Y | +11.6% | -11.6% | +23.2% | +9.5% |
| 5Y | +22.6% | -23.1% | +45.8% | +20.5% |
| 10Y | +218.4% | +34.4% | +184.0% | +146.0% |
| All | +6,511.4% | +1,517.9% | +4,993.5% | +2,220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling