+195.2%
MCD vs BAX
-36.0%
+231.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | +16.0% | +3.4% | +12.6% | +15.1% |
| 3M | 0.0% | -4.5% | +4.4% | +0.6% |
| 6M | +0.9% | +44.0% | -43.1% | -6.7% |
| YTD | -8.7% | +34.9% | -43.6% | -15.6% |
| 1Y | -8.6% | +37.9% | -46.5% | -16.0% |
| 3Y | +9.9% | -17.1% | +26.9% | +9.7% |
| 5Y | +22.6% | -64.3% | +86.9% | +54.4% |
| All | +195.2% | -36.0% | +231.2% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling