+6,475.2%
MCD vs BAX
+898.9%
+5,576.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | +7.1% | +12.1% | -5.0% | +4.5% |
| 30D | +19.8% | +7.6% | +12.2% | +17.7% |
| 3M | +0.8% | -4.5% | +5.3% | +1.5% |
| 6M | -1.3% | +52.0% | -53.3% | -10.7% |
| YTD | -7.8% | +35.1% | -42.9% | -15.3% |
| 1Y | -5.0% | +43.7% | -48.7% | -14.0% |
| 3Y | +10.5% | -20.9% | +31.5% | +11.1% |
| 5Y | +22.0% | -63.5% | +85.5% | +44.2% |
| 10Y | +216.7% | -36.0% | +252.7% | +224.4% |
| All | +6,475.2% | +898.9% | +5,576.3% | +2,798.2% |
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 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