+20.8%
MCD vs BAX
-64.2%
+85.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +14.1% | +4.1% | +10.1% | +13.5% |
| 3M | +0.6% | -4.5% | +5.2% | +1.0% |
| 6M | 0.0% | +49.2% | -49.2% | -4.7% |
| YTD | -9.3% | +35.2% | -44.5% | -13.4% |
| 1Y | -9.3% | +38.3% | -47.6% | -13.7% |
| 3Y | +8.6% | -19.0% | +27.7% | +9.5% |
| All | +20.8% | -64.2% | +85.0% | +39.6% |
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