-16.1%
MCD vs BAX
+2.7%
-18.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.3% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -6.1% | -9.7% | +3.6% | -5.5% |
| 3M | -7.3% | +29.3% | -36.5% | -9.0% |
| 6M | -20.9% | +40.7% | -61.6% | -22.9% |
| YTD | -14.7% | +30.3% | -44.9% | -17.8% |
| 1Y | -16.1% | +3.4% | -19.5% | -18.4% |
| All | -16.1% | +2.7% | -18.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling