+11.2%
MCD vs BAM
+84.2%
-73.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.4% |
| 7D | +8.0% | +7.9% | +0.1% | +7.1% |
| 30D | +19.6% | +16.0% | +3.6% | +17.8% |
| 3M | +2.2% | +0.6% | +1.5% | +1.8% |
| 6M | -1.1% | +10.5% | -11.6% | -2.4% |
| YTD | -7.2% | +3.2% | -10.5% | -8.1% |
| 1Y | -6.7% | +1.0% | -7.7% | -7.4% |
| All | +11.2% | +84.2% | -73.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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