+211.3%
MCD vs BB
+33.0%
+178.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.5% |
| 7D | +5.9% | +15.0% | -9.0% | +5.3% |
| 30D | +19.6% | +3.5% | +16.2% | +19.3% |
| 3M | +3.3% | +2.7% | +0.6% | +2.9% |
| 6M | +3.5% | +44.7% | -41.3% | +0.6% |
| YTD | -6.1% | +143.3% | -149.4% | -11.5% |
| 1Y | -3.7% | +102.2% | -105.9% | -8.3% |
| 3Y | +13.4% | +156.1% | -142.8% | +4.1% |
| 5Y | +25.2% | -17.6% | +42.8% | +21.5% |
| 10Y | +211.3% | +29.0% | +182.3% | +149.3% |
| All | +211.3% | +33.0% | +178.2% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling