+6,592.2%
MCD vs BAX
+922.9%
+5,669.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | +5.9% | +9.0% | -3.1% | +4.0% |
| 30D | +19.6% | +8.5% | +11.2% | +17.4% |
| 3M | +3.3% | -4.1% | +7.4% | +3.9% |
| 6M | +3.5% | +46.9% | -43.5% | -5.6% |
| YTD | -6.1% | +38.4% | -44.5% | -14.2% |
| 1Y | -3.7% | +47.0% | -50.7% | -13.3% |
| 3Y | +13.4% | -14.9% | +28.3% | +12.1% |
| 5Y | +25.2% | -62.5% | +87.7% | +47.1% |
| 10Y | +211.3% | -33.9% | +245.2% | +216.7% |
| All | +6,592.2% | +922.9% | +5,669.3% | +2,834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling