+180.0%
MCD vs BAX
-36.7%
+216.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | -2.0% | -2.4% | +0.4% | -1.6% |
| 30D | -6.1% | -9.7% | +3.6% | -4.3% |
| 3M | -7.3% | +29.3% | -36.5% | -12.2% |
| 6M | -20.9% | +40.7% | -61.6% | -26.6% |
| YTD | -14.7% | +30.3% | -44.9% | -20.3% |
| 1Y | -16.1% | +3.4% | -19.5% | -18.1% |
| 3Y | -1.5% | -32.0% | +30.5% | +3.3% |
| 5Y | +20.4% | -66.9% | +87.3% | +54.0% |
| 10Y | +180.0% | -37.1% | +217.1% | +219.9% |
| All | +180.0% | -36.7% | +216.8% | +219.9% |
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