+21.6%
MCD vs BAX
-65.4%
+87.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | -6.0% | -5.5% | -0.6% | -5.5% |
| 3M | -5.6% | +33.5% | -39.1% | -8.8% |
| 6M | -21.9% | +35.9% | -57.7% | -24.8% |
| YTD | -14.7% | +35.4% | -50.1% | -18.4% |
| 1Y | -17.3% | +9.8% | -27.0% | -19.0% |
| 3Y | -2.2% | -32.7% | +30.6% | +0.9% |
| All | +21.6% | -65.4% | +87.0% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling